+343.0%
IGV vs LDOS
+248.5%
+94.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.7% |
| 7D | -5.2% | -7.2% | +2.0% | -2.8% |
| 30D | -10.0% | +16.8% | -26.8% | -15.2% |
| 3M | -0.5% | -1.6% | +1.0% | -0.4% |
| 6M | +12.6% | -1.0% | +13.6% | +11.8% |
| YTD | -6.4% | -25.8% | +19.3% | +2.5% |
| 1Y | -9.5% | -31.1% | +21.6% | +1.9% |
| 3Y | +41.7% | +32.8% | +8.9% | +20.2% |
| 5Y | +12.7% | +49.4% | -36.7% | -11.0% |
| All | +343.0% | +248.5% | +94.6% | +157.8% |
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