-34.4%
ROL vs LDOS
-31.2%
-3.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.9% |
| 7D | +9.5% | -7.2% | +16.7% | +10.0% |
| 30D | +22.9% | +16.8% | +6.1% | +21.6% |
| 3M | +3.5% | -1.6% | +5.1% | +3.0% |
| 6M | -29.4% | -1.0% | -28.4% | -30.1% |
| YTD | -36.1% | -25.8% | -10.3% | -37.2% |
| 1Y | -34.4% | -31.1% | -3.3% | -35.0% |
| All | -34.4% | -31.2% | -3.2% | -35.0% |
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