+311.9%
ROIV vs LDOS
+35.4%
+276.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | -2.4% | -3.7% | +1.3% | -1.8% |
| 30D | +3.1% | +16.4% | -13.3% | +0.3% |
| 3M | +5.8% | +7.4% | -1.6% | +4.1% |
| 6M | +29.3% | -0.3% | +29.6% | +29.5% |
| YTD | +68.8% | -24.0% | +92.8% | +79.3% |
| 1Y | +81.0% | -29.6% | +110.6% | +96.0% |
| All | +311.9% | +35.4% | +276.5% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling