+46.9%
ROST vs LDOS
-32.8%
+79.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.5% |
| 7D | +0.9% | -3.5% | +4.3% | +1.2% |
| 30D | +5.1% | +9.5% | -4.4% | +4.2% |
| 3M | -4.3% | -6.3% | +2.0% | -3.7% |
| 6M | +9.4% | +2.8% | +6.6% | +8.2% |
| YTD | +32.5% | -26.6% | +59.1% | +31.5% |
| 1Y | +46.9% | -31.3% | +78.2% | +48.7% |
| All | +46.9% | -32.8% | +79.7% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling