+7.3%
IEF vs LDOS
+226.9%
-219.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.2% |
| 7D | -2.0% | -1.6% | -0.4% | -2.0% |
| 30D | +0.7% | +8.2% | -7.5% | +0.9% |
| 3M | -2.5% | -8.2% | +5.7% | -2.6% |
| 6M | -2.6% | +5.8% | -8.4% | -2.4% |
| YTD | -3.2% | -27.0% | +23.8% | -3.8% |
| 1Y | -3.0% | -31.0% | +27.9% | -3.8% |
| 3Y | +10.5% | +29.3% | -18.7% | +12.1% |
| 5Y | -8.2% | +48.7% | -56.9% | -6.2% |
| All | +7.3% | +226.9% | -219.6% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling