+48.1%
ROK vs LDOS
+43.9%
+4.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +0.7% | -5.4% | +6.1% | +1.8% |
| 30D | -3.3% | +4.9% | -8.2% | -4.4% |
| 3M | -5.9% | +7.2% | -13.0% | -7.6% |
| 6M | +13.9% | -24.2% | +38.1% | +22.3% |
| YTD | +12.6% | -25.8% | +38.4% | +21.2% |
| 1Y | +28.6% | -24.7% | +53.3% | +37.7% |
| 3Y | +45.1% | +39.3% | +5.8% | +23.9% |
| All | +48.1% | +43.9% | +4.2% | +19.8% |
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