+49.0%
IVZ vs LDOS
+248.5%
-199.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.1% |
| 7D | -2.4% | -7.2% | +4.8% | +0.8% |
| 30D | -11.2% | +16.8% | -28.1% | -18.1% |
| 3M | -14.0% | -1.6% | -12.4% | -14.1% |
| 6M | +0.5% | -1.0% | +1.4% | -0.9% |
| YTD | +5.4% | -25.8% | +31.2% | +18.8% |
| 1Y | +19.5% | -31.1% | +50.5% | +39.8% |
| 3Y | +128.7% | +32.8% | +95.9% | +75.3% |
| 5Y | +28.8% | +49.4% | -20.6% | -11.7% |
| All | +49.0% | +248.5% | -199.5% | -36.1% |
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