+10.6%
IBKR vs LDOS
-27.6%
+38.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -6.8% | -2.8% | -4.0% | -6.7% |
| 30D | -12.5% | +13.6% | -26.1% | -14.0% |
| 3M | -12.0% | +4.2% | -16.3% | -12.7% |
| 6M | -4.5% | -8.2% | +3.7% | +1.1% |
| YTD | +21.5% | -24.1% | +45.6% | +35.2% |
| 1Y | +10.6% | -31.2% | +41.9% | +30.8% |
| All | +10.6% | -27.6% | +38.3% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling