+136.9%
IP vs LDOS
+508.5%
-371.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +3.4% | -2.8% | +6.2% | +4.6% |
| 30D | +11.2% | +13.6% | -2.4% | +5.5% |
| 3M | -14.8% | +4.2% | -19.0% | -16.7% |
| 6M | +17.3% | -8.2% | +25.5% | +19.8% |
| YTD | -6.2% | -24.1% | +17.9% | +2.3% |
| 1Y | +2.3% | -31.2% | +33.6% | +16.4% |
| 3Y | +17.7% | +35.0% | -17.3% | -4.6% |
| 5Y | -8.4% | +52.6% | -61.1% | -31.9% |
| 10Y | +32.1% | +261.9% | -229.8% | -37.3% |
| All | +136.9% | +508.5% | -371.6% | -21.3% |
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 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