+147.4%
IP vs LDOS
+494.7%
-347.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -5.3% | -5.4% | +0.1% | -3.1% |
| 30D | -10.9% | +4.9% | -15.7% | -12.9% |
| 3M | +11.2% | +7.2% | +4.0% | +7.1% |
| 6M | -10.2% | -24.2% | +14.0% | -0.7% |
| YTD | -2.0% | -25.8% | +23.8% | +8.0% |
| 1Y | -19.1% | -24.7% | +5.6% | -11.6% |
| 3Y | +20.9% | +39.3% | -18.4% | -3.5% |
| 5Y | -17.8% | +43.3% | -61.1% | -37.1% |
| 10Y | +23.5% | +278.6% | -255.1% | -42.7% |
| All | +147.4% | +494.7% | -347.3% | -16.9% |
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