+196.1%
IVZ vs LDOS
+494.7%
-298.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | +0.6% | -5.4% | +6.0% | +3.7% |
| 30D | +4.0% | +4.9% | -0.9% | +0.8% |
| 3M | +18.2% | +7.2% | +11.0% | +12.2% |
| 6M | +32.8% | -24.2% | +57.1% | +52.1% |
| YTD | +28.7% | -25.8% | +54.6% | +47.8% |
| 1Y | +55.4% | -24.7% | +80.1% | +76.0% |
| 3Y | +135.2% | +39.3% | +95.9% | +75.5% |
| 5Y | +64.2% | +43.3% | +20.9% | +16.1% |
| 10Y | +64.6% | +278.6% | -214.0% | -37.7% |
| All | +196.1% | +494.7% | -298.7% | -23.1% |
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 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