+354.8%
IGV vs LDOS
+262.7%
+92.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +1.8% |
| 7D | -0.4% | -5.8% | +5.4% | +1.6% |
| 30D | -9.9% | +11.6% | -21.5% | -13.7% |
| 3M | -1.2% | -1.0% | -0.2% | -1.2% |
| 6M | +11.3% | +5.1% | +6.3% | +8.2% |
| YTD | -4.0% | -24.0% | +20.1% | +4.4% |
| 1Y | -7.3% | -30.3% | +23.0% | +4.0% |
| 3Y | +42.8% | +37.0% | +5.8% | +19.7% |
| 5Y | +13.7% | +53.4% | -39.7% | -11.1% |
| 10Y | +354.8% | +252.0% | +102.8% | +166.7% |
| All | +354.8% | +262.7% | +92.1% | +166.7% |
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