+263.4%
ROK vs LDOS
+248.5%
+14.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.6% |
| 7D | -13.8% | -7.2% | -6.6% | -11.7% |
| 30D | -14.9% | +16.8% | -31.8% | -19.9% |
| 3M | -14.7% | -1.6% | -13.1% | -14.8% |
| 6M | -17.7% | -1.0% | -16.7% | -18.8% |
| YTD | -2.5% | -25.8% | +23.3% | +6.9% |
| 1Y | +2.3% | -31.1% | +33.3% | +15.6% |
| 3Y | +52.7% | +32.8% | +19.9% | +23.7% |
| 5Y | +20.5% | +49.4% | -28.8% | -10.2% |
| All | +263.4% | +248.5% | +14.9% | +86.1% |
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