-36.0%
ROL vs LDOS
-24.0%
-12.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -1.4% | -5.4% | +4.0% | -1.1% |
| 30D | -4.1% | +4.9% | -9.0% | -4.4% |
| 3M | -22.5% | +7.2% | -29.7% | -23.0% |
| 6M | -37.7% | -24.2% | -13.4% | -36.6% |
| YTD | -39.6% | -25.8% | -13.8% | -39.3% |
| 1Y | -36.0% | -24.7% | -11.3% | -36.9% |
| All | -36.0% | -24.0% | -12.0% | -36.9% |
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