+130.6%
TROW vs LDOS
+260.1%
-129.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +0.9% |
| 7D | +0.4% | -7.1% | +7.5% | +3.5% |
| 30D | -4.0% | -6.1% | +2.0% | -1.7% |
| 3M | +5.0% | +5.6% | -0.6% | +1.5% |
| 6M | +24.3% | -26.9% | +51.2% | +40.7% |
| YTD | +9.8% | -27.9% | +37.7% | +23.9% |
| 1Y | +6.4% | -26.8% | +33.2% | +18.8% |
| 3Y | +15.8% | +39.6% | -23.8% | -9.9% |
| 5Y | -37.3% | +39.4% | -76.6% | -52.4% |
| 10Y | +130.6% | +260.0% | -129.3% | +10.7% |
| All | +130.6% | +260.1% | -129.5% | +10.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling