+67.3%
IOT vs LDOS
+58.3%
+9.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.5% |
| 7D | +0.6% | -3.5% | +4.0% | +1.7% |
| 30D | +0.1% | +9.5% | -9.4% | -3.1% |
| 3M | +5.0% | -6.3% | +11.3% | +7.1% |
| 6M | +47.0% | +2.8% | +44.2% | +44.5% |
| YTD | +16.6% | -26.6% | +43.2% | +26.9% |
| 1Y | +4.8% | -31.3% | +36.1% | +16.2% |
| 3Y | +72.2% | +30.9% | +41.2% | +52.1% |
| All | +67.3% | +58.3% | +9.0% | +51.3% |
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