+131.4%
TROW vs LDOS
+270.7%
-139.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -1.3% | -5.4% | +4.1% | +1.0% |
| 30D | -4.5% | +4.9% | -9.4% | -6.8% |
| 3M | +3.9% | +7.2% | -3.3% | -0.2% |
| 6M | +22.6% | -24.2% | +46.8% | +36.6% |
| YTD | +10.1% | -25.8% | +35.9% | +22.9% |
| 1Y | +3.6% | -24.7% | +28.3% | +14.3% |
| 3Y | +12.4% | +39.3% | -26.9% | -12.2% |
| 5Y | -37.5% | +43.3% | -80.8% | -53.1% |
| All | +131.4% | +270.7% | -139.4% | +9.7% |
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 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