+214.7%
ROL vs LDOS
+254.8%
-40.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +3.4% | +1.9% | +1.5% | +2.9% |
| 30D | +20.8% | +12.8% | +8.0% | +16.7% |
| 3M | +3.7% | -1.0% | +4.7% | +3.7% |
| 6M | -27.7% | +6.2% | -33.9% | -29.5% |
| YTD | -34.9% | -23.2% | -11.7% | -31.1% |
| 1Y | -33.3% | -29.5% | -3.8% | -27.6% |
| 3Y | +4.3% | +37.1% | -32.7% | -10.8% |
| 5Y | +15.0% | +55.6% | -40.6% | -7.0% |
| 10Y | +214.7% | +249.4% | -34.7% | +102.4% |
| All | +214.7% | +254.8% | -40.2% | +102.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling