+136.3%
TROW vs LDOS
+262.7%
-126.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.3% |
| 7D | +4.7% | -5.8% | +10.5% | +7.2% |
| 30D | +5.4% | +11.6% | -6.2% | +0.5% |
| 3M | -1.6% | -1.0% | -0.6% | -1.9% |
| 6M | +7.8% | +5.1% | +2.7% | +3.9% |
| YTD | +12.6% | -24.0% | +36.6% | +23.7% |
| 1Y | +13.6% | -30.3% | +43.9% | +29.8% |
| 3Y | +36.6% | +37.0% | -0.4% | +7.5% |
| 5Y | -36.7% | +53.4% | -90.1% | -54.3% |
| 10Y | +136.3% | +252.0% | -115.7% | +18.4% |
| All | +136.3% | +262.7% | -126.4% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling