+849.9%
ROK vs LDOS
+509.1%
+340.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.1% | -14.3% | -14.2% |
| 7D | -15.6% | -3.7% | -11.9% | -14.4% |
| 30D | -15.5% | +16.4% | -31.8% | -21.1% |
| 3M | -15.1% | +7.4% | -22.5% | -18.5% |
| 6M | -12.0% | -0.3% | -11.7% | -14.0% |
| YTD | -1.1% | -24.0% | +22.9% | +7.6% |
| 1Y | +6.5% | -29.6% | +36.1% | +19.9% |
| 3Y | +51.8% | +35.1% | +16.7% | +21.7% |
| 5Y | +22.2% | +52.9% | -30.7% | -10.1% |
| 10Y | +289.3% | +262.2% | +27.1% | +79.8% |
| All | +849.9% | +509.1% | +340.8% | +199.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling