+163.6%
IVZ vs LDOS
+508.5%
-344.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.8% |
| 7D | +2.6% | -2.8% | +5.5% | +4.0% |
| 30D | -3.5% | +13.6% | -17.1% | -10.6% |
| 3M | -7.4% | +4.2% | -11.6% | -10.7% |
| 6M | +14.7% | -8.2% | +22.9% | +17.1% |
| YTD | +14.6% | -24.1% | +38.7% | +28.8% |
| 1Y | +30.7% | -31.2% | +61.9% | +55.2% |
| 3Y | +141.8% | +35.0% | +106.8% | +83.2% |
| 5Y | +40.2% | +52.6% | -12.4% | -5.1% |
| 10Y | +65.6% | +261.9% | -196.3% | -35.8% |
| All | +163.6% | +508.5% | -344.9% | -33.0% |
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