+715.1%
IVV vs LDOS
+494.7%
+220.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +0.1% | -5.4% | +5.5% | +2.0% |
| 30D | +0.1% | +4.9% | -4.8% | -1.8% |
| 3M | +2.0% | +7.2% | -5.2% | -1.2% |
| 6M | +13.0% | -24.2% | +37.3% | +22.9% |
| YTD | +13.6% | -25.8% | +39.4% | +23.4% |
| 1Y | +20.1% | -24.7% | +44.8% | +29.4% |
| 3Y | +77.6% | +39.3% | +38.3% | +48.5% |
| 5Y | +82.5% | +43.3% | +39.2% | +48.0% |
| 10Y | +316.5% | +278.6% | +38.0% | +129.1% |
| All | +715.1% | +494.7% | +220.4% | +248.7% |
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