+55.4%
IVZ vs LDOS
-24.0%
+79.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +0.6% | -5.4% | +6.0% | +1.9% |
| 30D | +4.0% | +4.9% | -0.9% | +2.8% |
| 3M | +18.2% | +7.2% | +11.0% | +16.1% |
| 6M | +32.8% | -24.2% | +57.1% | +43.3% |
| YTD | +28.7% | -25.8% | +54.6% | +40.1% |
| 1Y | +55.4% | -24.7% | +80.1% | +66.9% |
| All | +55.4% | -24.0% | +79.4% | +66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling