-16.1%
IP vs LDOS
+43.9%
-60.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -5.3% | -5.4% | +0.1% | -4.3% |
| 30D | -10.9% | +4.9% | -15.7% | -11.7% |
| 3M | +11.2% | +7.2% | +4.0% | +9.5% |
| 6M | -10.2% | -24.2% | +14.0% | -5.8% |
| YTD | -2.0% | -25.8% | +23.8% | +2.7% |
| 1Y | -19.1% | -24.7% | +5.6% | -15.6% |
| 3Y | +20.9% | +39.3% | -18.4% | +4.4% |
| All | -16.1% | +43.9% | -60.0% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling