-34.7%
ROL vs LDOS
-27.6%
-7.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.0% | +2.7% |
| 7D | +14.6% | -2.8% | +17.4% | +14.7% |
| 30D | +29.3% | +13.6% | +15.7% | +27.9% |
| 3M | +2.0% | +4.2% | -2.2% | +1.3% |
| 6M | -28.5% | -8.2% | -20.3% | -29.3% |
| YTD | -35.3% | -24.1% | -11.2% | -36.6% |
| 1Y | -34.7% | -31.2% | -3.5% | -34.8% |
| All | -34.7% | -27.6% | -7.1% | -34.8% |
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