+205.1%
IWD vs LDOS
+248.5%
-43.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.4% |
| 7D | -0.5% | -7.2% | +6.7% | +1.8% |
| 30D | +2.7% | +16.8% | -14.2% | -2.6% |
| 3M | +0.9% | -1.6% | +2.5% | +0.9% |
| 6M | +10.5% | -1.0% | +11.5% | +9.7% |
| YTD | +23.7% | -25.8% | +49.5% | +34.0% |
| 1Y | +28.7% | -31.1% | +59.8% | +43.2% |
| 3Y | +79.7% | +32.8% | +46.9% | +49.9% |
| 5Y | +69.7% | +49.4% | +20.3% | +31.8% |
| All | +205.1% | +248.5% | -43.4% | +83.0% |
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 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