+112.0%
ROST vs LDOS
+48.3%
+63.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | +0.3% | -1.6% | +1.9% | +0.6% |
| 30D | +0.5% | +8.2% | -7.8% | -1.1% |
| 3M | -5.2% | -8.2% | +2.9% | -3.9% |
| 6M | +9.8% | +5.8% | +4.0% | +7.9% |
| YTD | +29.4% | -27.0% | +56.4% | +35.8% |
| 1Y | +44.4% | -31.0% | +75.3% | +53.4% |
| 3Y | +95.0% | +29.3% | +65.7% | +68.8% |
| All | +112.0% | +48.3% | +63.7% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling