+22.9%
IP vs LDOS
+278.0%
-255.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -5.3% | -5.4% | +0.1% | -3.5% |
| 30D | -10.9% | +4.9% | -15.7% | -12.5% |
| 3M | +11.2% | +7.2% | +4.0% | +7.8% |
| 6M | -10.2% | -24.2% | +14.0% | -2.1% |
| YTD | -2.0% | -25.8% | +23.8% | +6.6% |
| 1Y | -19.1% | -24.7% | +5.6% | -12.7% |
| 3Y | +20.9% | +39.3% | -18.4% | -2.5% |
| 5Y | -17.8% | +43.3% | -61.1% | -36.3% |
| All | +22.9% | +278.0% | -255.1% | -28.2% |
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