+550.6%
ROKU vs LDOS
+146.5%
+404.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -3.0% | -4.2% | +1.2% | -1.4% |
| 30D | +0.7% | -7.9% | +8.6% | +3.8% |
| 3M | +26.5% | +4.1% | +22.4% | +23.3% |
| 6M | +52.6% | -28.2% | +80.8% | +73.0% |
| YTD | +40.9% | -28.5% | +69.5% | +59.1% |
| 1Y | +57.6% | -27.7% | +85.3% | +76.5% |
| 3Y | +83.2% | +38.4% | +44.8% | +48.1% |
| 5Y | -54.8% | +38.0% | -92.8% | -64.4% |
| All | +550.6% | +146.5% | +404.2% | +237.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling