+15.7%
IGV vs LDOS
+54.3%
-38.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -2.3% | +1.9% | -4.1% | -2.8% |
| 30D | -11.0% | +12.8% | -23.7% | -14.0% |
| 3M | -4.5% | -1.0% | -3.4% | -4.5% |
| 6M | +10.1% | +6.2% | +3.9% | +7.6% |
| YTD | -5.1% | -23.2% | +18.2% | +0.8% |
| 1Y | -10.2% | -29.5% | +19.3% | -2.5% |
| 3Y | +37.7% | +37.1% | +0.7% | +22.2% |
| 5Y | +15.7% | +55.6% | -39.9% | 0.0% |
| All | +15.7% | +54.3% | -38.6% | 0.0% |
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