+65.1%
IVZ vs LDOS
+43.9%
+21.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +0.6% | -5.4% | +6.0% | +2.2% |
| 30D | +4.0% | +4.9% | -0.9% | +2.4% |
| 3M | +18.2% | +7.2% | +11.0% | +15.4% |
| 6M | +32.8% | -24.2% | +57.1% | +43.3% |
| YTD | +28.7% | -25.8% | +54.6% | +39.4% |
| 1Y | +55.4% | -24.7% | +80.1% | +67.1% |
| 3Y | +135.2% | +39.3% | +95.9% | +97.8% |
| All | +65.1% | +43.9% | +21.2% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling