+217.2%
ROL vs LDOS
+241.3%
-24.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.8% |
| 7D | +0.8% | -1.3% | +2.1% | +1.1% |
| 30D | +20.6% | +10.1% | +10.5% | +17.3% |
| 3M | +4.5% | -4.7% | +9.1% | +5.5% |
| 6M | -26.5% | +5.6% | -32.1% | -28.3% |
| YTD | -34.8% | -25.1% | -9.7% | -30.6% |
| 1Y | -33.2% | -31.7% | -1.5% | -26.8% |
| 3Y | +4.5% | +33.7% | -29.3% | -10.1% |
| 5Y | +15.5% | +54.4% | -38.8% | -6.5% |
| 10Y | +217.2% | +236.4% | -19.2% | +95.2% |
| All | +217.2% | +241.3% | -24.0% | +95.2% |
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