+304.4%
ROST vs LDOS
+278.0%
+26.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +0.9% | -5.4% | +6.3% | +3.0% |
| 30D | -8.9% | +4.9% | -13.8% | -10.8% |
| 3M | -0.8% | +7.2% | -8.0% | -4.2% |
| 6M | +8.5% | -24.2% | +32.7% | +19.4% |
| YTD | +28.6% | -25.8% | +54.4% | +41.1% |
| 1Y | +52.3% | -24.7% | +77.0% | +65.5% |
| 3Y | +94.8% | +39.3% | +55.6% | +52.7% |
| 5Y | +110.8% | +43.3% | +67.5% | +58.4% |
| All | +304.4% | +278.0% | +26.4% | +142.4% |
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