+51.5%
ROKU vs LDOS
-32.0%
+83.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.5% |
| 7D | +3.5% | -7.2% | +10.7% | +4.7% |
| 30D | +5.1% | +16.8% | -11.7% | +1.5% |
| 3M | +7.0% | -1.6% | +8.6% | +6.8% |
| 6M | +25.4% | -1.0% | +26.4% | +25.4% |
| YTD | +48.0% | -25.8% | +73.7% | +59.9% |
| All | +51.5% | -32.0% | +83.6% | +62.5% |
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