+12.2%
IOT vs LDOS
-24.0%
+36.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | -2.3% | -5.4% | +3.1% | +0.2% |
| 30D | +3.8% | +4.9% | -1.1% | +1.7% |
| 3M | +14.2% | +7.2% | +7.0% | +9.6% |
| 6M | +40.1% | -24.2% | +64.4% | +56.8% |
| YTD | +13.4% | -25.8% | +39.2% | +26.6% |
| 1Y | +12.2% | -24.7% | +36.9% | +32.8% |
| All | +12.2% | -24.0% | +36.2% | +32.8% |
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