+1,449.5%
IBKR vs LDOS
+466.2%
+983.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -3.3% | -5.4% | +2.1% | -1.2% |
| 30D | +4.5% | +4.9% | -0.4% | +2.2% |
| 3M | +6.5% | +7.2% | -0.7% | +2.4% |
| 6M | +34.2% | -24.2% | +58.4% | +47.3% |
| YTD | +44.5% | -25.8% | +70.3% | +59.2% |
| 1Y | +44.7% | -24.7% | +69.4% | +58.3% |
| 3Y | +306.7% | +39.3% | +267.5% | +238.4% |
| 5Y | +489.9% | +43.3% | +446.5% | +374.5% |
| 10Y | +1,019.5% | +278.6% | +740.9% | +485.1% |
| All | +1,449.5% | +466.2% | +983.2% | +527.6% |
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