+142.4%
IVZ vs LDOS
+509.1%
-366.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.1% | -8.1% | -8.1% |
| 7D | -6.7% | -3.7% | -3.0% | -5.0% |
| 30D | -10.9% | +16.4% | -27.2% | -18.5% |
| 3M | -14.8% | +7.4% | -22.2% | -19.2% |
| 6M | +2.4% | -0.3% | +2.7% | +0.2% |
| YTD | +5.4% | -24.0% | +29.4% | +18.4% |
| 1Y | +19.6% | -29.6% | +49.1% | +40.1% |
| 3Y | +122.4% | +35.1% | +87.3% | +68.4% |
| 5Y | +28.8% | +52.9% | -24.2% | -13.0% |
| 10Y | +52.3% | +262.2% | -209.9% | -41.0% |
| All | +142.4% | +509.1% | -366.6% | -38.4% |
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