+306.9%
ROST vs LDOS
+248.5%
+58.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.9% |
| 7D | +1.2% | -7.2% | +8.4% | +4.0% |
| 30D | +2.5% | +16.8% | -14.4% | -3.6% |
| 3M | -9.0% | -1.6% | -7.4% | -8.9% |
| 6M | +1.3% | -1.0% | +2.3% | +0.5% |
| YTD | +29.1% | -25.8% | +54.8% | +41.2% |
| 1Y | +45.4% | -31.1% | +76.5% | +64.0% |
| 3Y | +94.9% | +32.8% | +62.1% | +55.5% |
| 5Y | +104.0% | +49.4% | +54.6% | +48.8% |
| All | +306.9% | +248.5% | +58.5% | +149.6% |
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