+180.7%
ROP vs LDOS
+254.8%
-74.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +0.2% | +1.9% | -1.7% | -0.5% |
| 30D | +30.3% | +12.8% | +17.5% | +24.5% |
| 3M | +17.8% | -1.0% | +18.8% | +18.0% |
| 6M | +38.9% | +6.2% | +32.7% | +34.5% |
| YTD | +7.6% | -23.2% | +30.8% | +17.3% |
| 1Y | +6.5% | -29.5% | +36.0% | +19.9% |
| 3Y | -6.3% | +37.1% | -43.3% | -23.1% |
| 5Y | +0.9% | +55.6% | -54.7% | -23.7% |
| 10Y | +180.7% | +249.4% | -68.7% | +55.6% |
| All | +180.7% | +254.8% | -74.1% | +55.6% |
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