-2.3%
ROK vs LDOS
+6.5%
-8.7%
-7.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.4% |
| 7D | +0.7% | -5.4% | +6.1% | 0.0% |
| 30D | -3.3% | +4.9% | -8.2% | -3.3% |
| All | -2.3% | +6.5% | -8.7% | -2.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling