+11.2%
IGV vs LDOS
+49.1%
-38.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.5% |
| 7D | -5.2% | -7.2% | +2.0% | -3.4% |
| 30D | -10.0% | +16.8% | -26.8% | -13.9% |
| 3M | -0.5% | -1.6% | +1.0% | -0.4% |
| 6M | +12.6% | -1.0% | +13.6% | +12.1% |
| YTD | -6.4% | -25.8% | +19.3% | +0.3% |
| 1Y | -9.5% | -31.1% | +21.6% | -1.2% |
| 3Y | +41.7% | +32.8% | +8.9% | +26.8% |
| All | +11.2% | +49.1% | -38.0% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling