+216.0%
ROL vs LDOS
+248.5%
-32.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.5% |
| 7D | +9.5% | -7.2% | +16.7% | +11.6% |
| 30D | +22.9% | +16.8% | +6.1% | +17.7% |
| 3M | +3.5% | -1.6% | +5.1% | +3.6% |
| 6M | -29.4% | -1.0% | -28.4% | -29.8% |
| YTD | -36.1% | -25.8% | -10.3% | -31.7% |
| 1Y | -34.4% | -31.1% | -3.3% | -28.4% |
| 3Y | +4.0% | +32.8% | -28.8% | -10.3% |
| 5Y | +13.2% | +49.4% | -36.2% | -7.3% |
| All | +216.0% | +248.5% | -32.4% | +102.8% |
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