+1,040.1%
IGV vs LDOS
+509.1%
+531.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -8.3% | -3.7% | -4.6% | -7.1% |
| 30D | -10.9% | +16.4% | -27.3% | -16.2% |
| 3M | -2.3% | +7.4% | -9.7% | -5.4% |
| 6M | +12.2% | -0.3% | +12.5% | +11.0% |
| YTD | -6.3% | -24.0% | +17.7% | +2.1% |
| 1Y | -11.4% | -29.6% | +18.2% | -0.6% |
| 3Y | +41.5% | +35.1% | +6.4% | +19.6% |
| 5Y | +12.8% | +52.9% | -40.1% | -11.4% |
| 10Y | +354.7% | +262.2% | +92.4% | +141.0% |
| All | +1,040.1% | +509.1% | +531.0% | +346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling