+204.6%
IWD vs LDOS
+241.3%
-36.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +1.2% |
| 7D | -0.6% | -1.3% | +0.8% | -0.2% |
| 30D | +3.6% | +10.1% | -6.5% | +0.2% |
| 3M | +2.7% | -4.7% | +7.3% | +3.8% |
| 6M | +13.2% | +5.6% | +7.6% | +9.9% |
| YTD | +26.8% | -25.1% | +51.8% | +36.9% |
| 1Y | +29.3% | -31.7% | +60.9% | +44.3% |
| 3Y | +85.1% | +33.7% | +51.4% | +54.1% |
| 5Y | +74.2% | +54.4% | +19.8% | +33.4% |
| 10Y | +204.6% | +236.4% | -31.8% | +86.8% |
| All | +204.6% | +241.3% | -36.7% | +86.8% |
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