+966.9%
IBKR vs LDOS
+267.6%
+699.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -3.8% | -2.1% | -1.7% | -3.1% |
| 30D | -0.3% | -8.0% | +7.7% | +2.6% |
| 3M | +4.8% | +6.8% | -2.1% | +1.0% |
| 6M | +30.8% | -24.5% | +55.2% | +44.0% |
| YTD | +39.5% | -27.8% | +67.2% | +55.5% |
| 1Y | +43.7% | -27.4% | +71.1% | +59.7% |
| 3Y | +284.7% | +39.9% | +244.7% | +216.7% |
| 5Y | +484.9% | +42.1% | +442.8% | +366.9% |
| All | +966.9% | +267.6% | +699.3% | +486.0% |
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