+38.8%
IGV vs LDOS
+30.5%
+8.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | +2.3% | -1.6% | +4.0% | +2.7% |
| 30D | -6.0% | +8.2% | -14.2% | -8.2% |
| 3M | -4.8% | -8.2% | +3.4% | -3.0% |
| 6M | +14.2% | +5.8% | +8.4% | +11.8% |
| YTD | -4.2% | -27.0% | +22.7% | +2.7% |
| 1Y | -5.3% | -31.0% | +25.7% | +3.0% |
| 3Y | +38.8% | +29.3% | +9.5% | +37.2% |
| All | +38.8% | +30.5% | +8.3% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling