+128.8%
TROW vs LDOS
+241.3%
-112.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.8% |
| 7D | -1.7% | -1.3% | -0.4% | -1.2% |
| 30D | +6.4% | +10.1% | -3.7% | +2.0% |
| 3M | -1.5% | -4.7% | +3.2% | -0.2% |
| 6M | +8.3% | +5.6% | +2.7% | +4.1% |
| YTD | +12.4% | -25.1% | +37.5% | +24.3% |
| 1Y | +12.4% | -31.7% | +44.1% | +29.5% |
| 3Y | +38.3% | +33.7% | +4.6% | +10.1% |
| 5Y | -35.2% | +54.4% | -89.5% | -53.4% |
| 10Y | +128.8% | +236.4% | -107.6% | +17.1% |
| All | +128.8% | +241.3% | -112.4% | +17.1% |
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