+263.4%
ROK vs LDOS
+226.9%
+36.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +7.1% | -1.6% | +8.7% | +7.7% |
| 30D | -5.0% | +8.2% | -13.2% | -7.9% |
| 3M | -9.4% | -8.2% | -1.2% | -7.2% |
| 6M | -11.0% | +5.8% | -16.8% | -14.6% |
| YTD | +4.4% | -27.0% | +31.4% | +15.1% |
| 1Y | +7.4% | -31.0% | +38.4% | +21.2% |
| 3Y | +61.0% | +29.3% | +31.7% | +31.8% |
| 5Y | +30.4% | +48.7% | -18.3% | -2.9% |
| All | +263.4% | +226.9% | +36.4% | +93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling