+193.4%
ROP vs LDOS
+248.5%
-55.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.0% |
| 7D | +2.1% | -7.2% | +9.3% | +5.1% |
| 30D | +32.9% | +16.8% | +16.1% | +25.3% |
| 3M | +20.3% | -1.6% | +21.9% | +20.8% |
| 6M | +36.8% | -1.0% | +37.7% | +36.1% |
| YTD | +8.1% | -25.8% | +33.9% | +19.4% |
| 1Y | +8.3% | -31.1% | +39.3% | +23.0% |
| 3Y | -3.2% | +32.8% | -36.0% | -19.6% |
| 5Y | +1.7% | +49.4% | -47.7% | -21.8% |
| All | +193.4% | +248.5% | -55.1% | +58.9% |
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