+220.7%
ROL vs LDOS
+226.9%
-6.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +3.0% | -1.6% | +4.6% | +3.4% |
| 30D | +19.8% | +8.2% | +11.5% | +17.0% |
| 3M | +7.9% | -8.2% | +16.1% | +10.1% |
| 6M | -25.6% | +5.8% | -31.5% | -27.5% |
| YTD | -34.1% | -27.0% | -7.2% | -29.4% |
| 1Y | -31.4% | -31.0% | -0.4% | -25.2% |
| 3Y | +4.7% | +29.3% | -24.6% | -9.0% |
| 5Y | +15.6% | +48.7% | -33.1% | -5.4% |
| All | +220.7% | +226.9% | -6.2% | +98.8% |
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 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