+4.8%
IOT vs LDOS
-32.8%
+37.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.2% |
| 7D | +0.6% | -3.5% | +4.0% | +2.1% |
| 30D | +0.1% | +9.5% | -9.4% | -4.4% |
| 3M | +5.0% | -6.3% | +11.3% | +7.7% |
| 6M | +47.0% | +2.8% | +44.2% | +42.4% |
| YTD | +16.6% | -26.6% | +43.2% | +30.0% |
| 1Y | +4.8% | -31.3% | +36.1% | +20.5% |
| All | +4.8% | -32.8% | +37.6% | +20.5% |
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