+235.9%
ROIV vs LDOS
+39.3%
+196.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +0.6% | -5.4% | +6.0% | +1.6% |
| 30D | +1.0% | +4.9% | -3.9% | +0.1% |
| 3M | +18.3% | +7.2% | +11.1% | +16.7% |
| 6M | +18.3% | -24.2% | +42.6% | +24.3% |
| YTD | +61.0% | -25.8% | +86.8% | +69.4% |
| 1Y | +177.9% | -24.7% | +202.6% | +191.4% |
| 3Y | +199.1% | +39.3% | +159.8% | +179.5% |
| 5Y | +250.7% | +43.3% | +207.4% | +234.8% |
| All | +235.9% | +39.3% | +196.6% | +222.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling