+112.3%
ROST vs LDOS
+43.9%
+68.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +0.9% | -5.4% | +6.3% | +2.0% |
| 30D | -8.9% | +4.9% | -13.8% | -9.9% |
| 3M | -0.8% | +7.2% | -8.0% | -2.6% |
| 6M | +8.5% | -24.2% | +32.7% | +13.9% |
| YTD | +28.6% | -25.8% | +54.4% | +34.9% |
| 1Y | +52.3% | -24.7% | +77.0% | +59.0% |
| 3Y | +94.8% | +39.3% | +55.6% | +65.5% |
| All | +112.3% | +43.9% | +68.5% | +75.5% |
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