+6.2%
ROL vs LDOS
+35.4%
-29.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +11.7% | -3.7% | +15.4% | +12.2% |
| 30D | +27.7% | +16.4% | +11.3% | +25.0% |
| 3M | +3.7% | +7.4% | -3.7% | +2.4% |
| 6M | -27.8% | -0.3% | -27.4% | -28.1% |
| YTD | -34.7% | -24.0% | -10.7% | -33.0% |
| 1Y | -34.1% | -29.6% | -4.5% | -31.5% |
| All | +6.2% | +35.4% | -29.2% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling