+18.5%
IP vs LDOS
+35.2%
-16.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +3.4% | -2.8% | +6.2% | +3.9% |
| 30D | +11.2% | +13.6% | -2.4% | +9.3% |
| 3M | -14.8% | +4.2% | -19.0% | -15.3% |
| 6M | +17.3% | -8.2% | +25.5% | +18.0% |
| YTD | -6.2% | -24.1% | +17.9% | -3.7% |
| 1Y | +2.3% | -31.2% | +33.6% | +6.8% |
| All | +18.5% | +35.2% | -16.7% | +4.4% |
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