+53.4%
ROKU vs LDOS
-27.6%
+81.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +4.8% | -2.8% | +7.6% | +5.2% |
| 30D | +6.1% | +13.6% | -7.5% | +3.1% |
| 3M | +10.5% | +4.2% | +6.3% | +8.9% |
| 6M | +29.2% | -8.2% | +37.4% | +31.9% |
| YTD | +50.0% | -24.1% | +74.1% | +61.2% |
| 1Y | +53.4% | -31.2% | +84.6% | +66.1% |
| All | +53.4% | -27.6% | +81.0% | +66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling