+62.6%
IOT vs LDOS
+55.5%
+7.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +0.8% |
| 7D | +2.8% | -7.1% | +9.9% | +5.4% |
| 30D | -1.8% | -6.1% | +4.3% | +0.3% |
| 3M | +17.9% | +5.6% | +12.3% | +15.3% |
| 6M | +13.5% | -26.9% | +40.5% | +24.5% |
| YTD | +13.3% | -27.9% | +41.2% | +24.3% |
| 1Y | -3.3% | -26.8% | +23.5% | +5.6% |
| 3Y | +31.3% | +39.6% | -8.2% | +13.8% |
| All | +62.6% | +55.5% | +7.1% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling