+69.8%
IOT vs LDOS
+32.3%
+37.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.5% |
| 7D | -2.6% | -7.2% | +4.6% | -0.1% |
| 30D | +1.2% | +16.8% | -15.7% | -4.3% |
| 3M | +7.2% | -1.6% | +8.8% | +7.6% |
| 6M | +41.7% | -1.0% | +42.7% | +40.5% |
| YTD | +15.6% | -25.8% | +41.4% | +24.6% |
| 1Y | +7.6% | -31.1% | +38.6% | +18.0% |
| 3Y | +69.8% | +32.8% | +37.0% | +15.3% |
| All | +69.8% | +32.3% | +37.5% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling