+680.3%
IVV vs LDOS
+495.0%
+185.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.1% |
| 7D | -2.7% | -7.2% | +4.5% | -0.4% |
| 30D | -5.4% | +16.8% | -22.2% | -10.4% |
| 3M | -4.1% | -1.6% | -2.5% | -4.1% |
| 6M | +0.7% | -1.0% | +1.7% | -0.3% |
| YTD | +8.7% | -25.8% | +34.5% | +17.5% |
| 1Y | +11.0% | -31.1% | +42.1% | +23.0% |
| 3Y | +75.4% | +32.8% | +42.6% | +48.9% |
| 5Y | +68.3% | +49.4% | +19.0% | +34.0% |
| 10Y | +315.5% | +253.9% | +61.7% | +133.6% |
| All | +680.3% | +495.0% | +185.3% | +232.2% |
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