+266.4%
ROK vs LDOS
+262.7%
+3.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +2.8% |
| 7D | -11.5% | -5.8% | -5.7% | -9.8% |
| 30D | -10.0% | +11.6% | -21.6% | -13.7% |
| 3M | -11.4% | -1.0% | -10.5% | -11.7% |
| 6M | -13.7% | +5.1% | -18.7% | -16.8% |
| YTD | +1.0% | -24.0% | +25.1% | +9.9% |
| 1Y | +5.6% | -30.3% | +35.9% | +19.1% |
| 3Y | +59.1% | +37.0% | +22.1% | +27.4% |
| 5Y | +26.1% | +53.4% | -27.2% | -6.9% |
| 10Y | +266.4% | +252.0% | +14.5% | +91.5% |
| All | +266.4% | +262.7% | +3.8% | +91.5% |
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