+981.4%
ROK vs LDOS
+494.7%
+486.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +0.7% | -5.4% | +6.1% | +3.0% |
| 30D | -3.3% | +4.9% | -8.2% | -5.6% |
| 3M | -5.9% | +7.2% | -13.0% | -10.1% |
| 6M | +13.9% | -24.2% | +38.1% | +25.8% |
| YTD | +12.6% | -25.8% | +38.4% | +24.7% |
| 1Y | +28.6% | -24.7% | +53.3% | +41.1% |
| 3Y | +45.1% | +39.3% | +5.8% | +15.0% |
| 5Y | +45.6% | +43.3% | +2.3% | +10.8% |
| 10Y | +345.0% | +278.6% | +66.5% | +101.8% |
| All | +981.4% | +494.7% | +486.7% | +247.2% |
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