+65.4%
IVZ vs LDOS
+278.0%
-212.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | +0.6% | -5.4% | +6.0% | +3.3% |
| 30D | +4.0% | +4.9% | -0.9% | +1.2% |
| 3M | +18.2% | +7.2% | +11.0% | +13.0% |
| 6M | +32.8% | -24.2% | +57.1% | +50.4% |
| YTD | +28.7% | -25.8% | +54.6% | +46.2% |
| 1Y | +55.4% | -24.7% | +80.1% | +74.3% |
| 3Y | +135.2% | +39.3% | +95.9% | +76.4% |
| 5Y | +64.2% | +43.3% | +20.9% | +16.5% |
| All | +65.4% | +278.0% | -212.6% | -27.3% |
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