-53.6%
ROKU vs LDOS
+41.1%
-94.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.7% |
| 7D | -0.1% | -7.1% | +7.0% | +2.1% |
| 30D | +1.5% | -6.1% | +7.5% | +3.2% |
| 3M | +25.7% | +5.6% | +20.1% | +22.8% |
| 6M | +54.5% | -26.9% | +81.4% | +69.7% |
| YTD | +43.2% | -27.9% | +71.1% | +57.4% |
| 1Y | +56.3% | -26.8% | +83.1% | +70.6% |
| 3Y | +86.1% | +39.6% | +46.5% | +55.3% |
| 5Y | -53.6% | +39.4% | -92.9% | -63.4% |
| All | -53.6% | +41.1% | -94.7% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling