+0.1%
IOT vs LDOS
-27.4%
+27.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.9% | -3.4% |
| 7D | +5.1% | -4.2% | +9.3% | +7.1% |
| 30D | -3.0% | -7.9% | +4.8% | +0.6% |
| 3M | +15.0% | +4.1% | +10.9% | +11.8% |
| 6M | +13.1% | -28.2% | +41.3% | +29.4% |
| YTD | +9.0% | -28.5% | +37.6% | +23.5% |
| 1Y | +0.1% | -27.7% | +27.8% | +16.7% |
| All | +0.1% | -27.4% | +27.5% | +16.7% |
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