-7.9%
IGV vs LDOS
-31.1%
+23.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.5% |
| 7D | -1.3% | -1.3% | 0.0% | -1.0% |
| 30D | -8.1% | +10.1% | -18.2% | -10.9% |
| 3M | -1.6% | -4.7% | +3.0% | -0.7% |
| 6M | +12.7% | +5.6% | +7.2% | +10.2% |
| YTD | -3.3% | -25.1% | +21.8% | +4.2% |
| 1Y | -7.9% | -31.7% | +23.8% | +2.8% |
| All | -7.9% | -31.1% | +23.2% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling