+62.8%
IOT vs LDOS
+60.1%
+2.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | -2.3% | -5.4% | +3.1% | -0.5% |
| 30D | +3.8% | +4.9% | -1.1% | +2.2% |
| 3M | +14.2% | +7.2% | +7.0% | +11.1% |
| 6M | +40.1% | -24.2% | +64.4% | +51.9% |
| YTD | +13.4% | -25.8% | +39.2% | +23.3% |
| 1Y | +12.2% | -24.7% | +36.9% | +21.4% |
| 3Y | +30.0% | +39.3% | -9.3% | +12.7% |
| All | +62.8% | +60.1% | +2.7% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling