+363.0%
IBKR vs LDOS
+52.3%
+310.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.8% | +6.9% |
| 7D | +5.9% | -1.3% | +7.2% | +6.2% |
| 30D | -6.1% | +10.1% | -16.3% | -8.7% |
| 3M | -8.0% | -4.7% | -3.4% | -7.5% |
| 6M | -2.7% | +5.6% | -8.2% | -5.0% |
| YTD | +28.7% | -25.1% | +53.7% | +39.1% |
| 1Y | +16.9% | -31.7% | +48.6% | +29.9% |
| 3Y | +306.9% | +33.7% | +273.2% | +263.1% |
| 5Y | +363.0% | +54.4% | +308.6% | +295.2% |
| All | +363.0% | +52.3% | +310.7% | +295.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling