+3,713.0%
ROST vs LDOS
+509.1%
+3,204.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +1.3% | -3.7% | +5.0% | +2.5% |
| 30D | +4.9% | +16.4% | -11.5% | -0.7% |
| 3M | -6.9% | +7.4% | -14.3% | -9.8% |
| 6M | +3.8% | -0.3% | +4.2% | +2.7% |
| YTD | +31.4% | -24.0% | +55.4% | +41.3% |
| 1Y | +46.2% | -29.6% | +75.8% | +61.5% |
| 3Y | +99.8% | +35.1% | +64.7% | +67.4% |
| 5Y | +107.6% | +52.9% | +54.7% | +62.4% |
| 10Y | +322.2% | +262.2% | +60.0% | +147.2% |
| All | +3,713.0% | +509.1% | +3,204.0% | +1,675.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling