+868.3%
ROP vs LDOS
+494.7%
+373.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.8% |
| 7D | -4.4% | -5.4% | +1.0% | -2.3% |
| 30D | +3.2% | +4.9% | -1.7% | +1.1% |
| 3M | +23.1% | +7.2% | +15.9% | +18.7% |
| 6M | +13.3% | -24.2% | +37.6% | +25.3% |
| YTD | -7.9% | -25.8% | +18.0% | +2.1% |
| 1Y | -22.1% | -24.7% | +2.7% | -14.4% |
| 3Y | -16.8% | +39.3% | -56.1% | -31.7% |
| 5Y | -13.5% | +43.3% | -56.8% | -31.4% |
| 10Y | +137.7% | +278.6% | -140.9% | +20.1% |
| All | +868.3% | +494.7% | +373.5% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling