+583.1%
ROKU vs LDOS
+156.0%
+427.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.0% |
| 7D | +3.5% | -7.2% | +10.7% | +6.3% |
| 30D | +5.1% | +16.8% | -11.7% | -1.6% |
| 3M | +7.0% | -1.6% | +8.6% | +6.8% |
| 6M | +25.4% | -1.0% | +26.4% | +24.1% |
| YTD | +48.0% | -25.8% | +73.7% | +63.6% |
| 1Y | +53.1% | -31.1% | +84.2% | +74.5% |
| 3Y | +92.7% | +32.8% | +59.9% | +58.1% |
| 5Y | -42.4% | +49.4% | -91.8% | -56.3% |
| All | +583.1% | +156.0% | +427.0% | +246.5% |
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 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