+305.2%
IVV vs LDOS
+256.7%
+48.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -4.8% | -3.7% | -1.1% | -3.8% |
| 30D | -5.9% | +16.4% | -22.3% | -10.5% |
| 3M | -4.5% | +7.4% | -11.9% | -7.2% |
| 6M | +1.8% | -0.3% | +2.2% | +0.9% |
| YTD | +8.4% | -24.0% | +32.4% | +16.2% |
| 1Y | +9.4% | -29.6% | +39.0% | +20.4% |
| 3Y | +75.3% | +35.1% | +40.1% | +46.2% |
| 5Y | +67.8% | +52.9% | +14.9% | +30.3% |
| All | +305.2% | +256.7% | +48.5% | +144.3% |
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 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