-36.7%
TROW vs LDOS
+48.3%
-85.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +0.5% | -1.6% | +2.1% | +0.9% |
| 30D | +9.3% | +8.2% | +1.1% | +6.8% |
| 3M | -0.9% | -8.2% | +7.3% | +1.1% |
| 6M | +8.3% | +5.8% | +2.5% | +5.6% |
| YTD | +10.6% | -27.0% | +37.6% | +20.1% |
| 1Y | +10.5% | -31.0% | +41.5% | +22.2% |
| 3Y | +36.5% | +29.3% | +7.2% | +14.7% |
| All | -36.7% | +48.3% | -85.0% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling