+29.5%
ROK vs LDOS
+54.3%
-24.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.8% |
| 7D | -11.0% | +1.9% | -12.9% | -11.3% |
| 30D | -8.2% | +12.8% | -21.0% | -10.4% |
| 3M | -8.5% | -1.0% | -7.4% | -8.5% |
| 6M | -12.0% | +6.2% | -18.2% | -13.4% |
| YTD | +3.1% | -23.2% | +26.3% | +10.2% |
| 1Y | +2.9% | -29.5% | +32.4% | +12.8% |
| 3Y | +60.7% | +37.1% | +23.6% | +36.6% |
| 5Y | +29.5% | +55.6% | -26.1% | +4.9% |
| All | +29.5% | +54.3% | -24.8% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling