-0.6%
ROP vs LDOS
+35.4%
-36.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +9.2% | -3.7% | +12.9% | +10.2% |
| 30D | +35.5% | +16.4% | +19.1% | +30.6% |
| 3M | +24.4% | +7.4% | +17.0% | +22.1% |
| 6M | +38.0% | -0.3% | +38.4% | +37.1% |
| YTD | +11.1% | -24.0% | +35.1% | +17.0% |
| 1Y | +10.9% | -29.6% | +40.5% | +18.6% |
| All | -0.6% | +35.4% | -36.0% | -9.2% |
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