+332.9%
TROW vs LDOS
+495.0%
-162.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.8% |
| 7D | +4.3% | -7.2% | +11.5% | +8.0% |
| 30D | +4.2% | +16.8% | -12.7% | -3.7% |
| 3M | -3.4% | -1.6% | -1.8% | -3.5% |
| 6M | +4.7% | -1.0% | +5.6% | +3.1% |
| YTD | +10.1% | -25.8% | +35.9% | +23.2% |
| 1Y | +11.7% | -31.1% | +42.8% | +29.6% |
| 3Y | +32.5% | +32.8% | -0.3% | +5.0% |
| 5Y | -38.5% | +49.4% | -87.9% | -55.4% |
| 10Y | +148.0% | +253.9% | -105.8% | +7.8% |
| All | +332.9% | +495.0% | -162.1% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling