+291.3%
IBKR vs LDOS
+39.7%
+251.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.1% |
| 7D | +0.6% | -7.1% | +7.8% | +2.3% |
| 30D | +3.7% | -6.1% | +9.7% | +5.0% |
| 3M | +4.2% | +5.6% | -1.4% | +2.5% |
| 6M | +36.6% | -26.9% | +63.6% | +50.4% |
| YTD | +41.9% | -27.9% | +69.8% | +56.3% |
| 1Y | +49.5% | -26.8% | +76.3% | +64.0% |
| 3Y | +291.3% | +39.6% | +251.7% | +275.1% |
| All | +291.3% | +39.7% | +251.6% | +275.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling