+316.4%
ROST vs LDOS
+254.8%
+61.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +3.2% | +1.9% | +1.3% | +2.5% |
| 30D | +7.4% | +12.8% | -5.4% | +2.5% |
| 3M | -6.1% | -1.0% | -5.0% | -6.2% |
| 6M | +6.2% | +6.2% | 0.0% | +2.5% |
| YTD | +33.4% | -23.2% | +56.7% | +44.2% |
| 1Y | +48.8% | -29.5% | +78.3% | +66.5% |
| 3Y | +99.5% | +37.1% | +62.5% | +57.3% |
| 5Y | +112.7% | +55.6% | +57.1% | +52.5% |
| 10Y | +316.4% | +249.4% | +67.0% | +151.3% |
| All | +316.4% | +254.8% | +61.6% | +151.3% |
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