+44.9%
IBKR vs LDOS
-28.1%
+72.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -1.3% | -3.1% | +1.8% | -0.9% |
| 30D | -0.2% | -8.2% | +8.0% | +1.0% |
| 3M | +3.0% | +5.9% | -3.0% | +2.4% |
| 6M | +33.9% | -25.2% | +59.1% | +51.0% |
| YTD | +42.5% | -28.1% | +70.6% | +61.1% |
| 1Y | +44.9% | -29.7% | +74.5% | +67.2% |
| All | +44.9% | -28.1% | +72.9% | +67.2% |
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