+1,260.6%
IBKR vs LDOS
+459.8%
+800.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.6% |
| 7D | +11.8% | -3.5% | +15.3% | +13.2% |
| 30D | -7.0% | +9.5% | -16.6% | -10.7% |
| 3M | -11.2% | -6.3% | -4.9% | -9.9% |
| 6M | -3.7% | +2.8% | -6.5% | -6.8% |
| YTD | +26.8% | -26.6% | +53.5% | +39.2% |
| 1Y | +12.3% | -31.3% | +43.6% | +26.7% |
| 3Y | +301.2% | +30.9% | +270.3% | +240.4% |
| 5Y | +355.1% | +49.4% | +305.7% | +257.2% |
| 10Y | +841.5% | +229.4% | +612.0% | +416.5% |
| All | +1,260.6% | +459.8% | +800.8% | +449.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling