+205.0%
IWD vs LDOS
+262.7%
-57.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.3% |
| 7D | +1.3% | -5.8% | +7.1% | +3.1% |
| 30D | +3.6% | +11.6% | -8.0% | -0.2% |
| 3M | +2.3% | -1.0% | +3.3% | +2.2% |
| 6M | +13.0% | +5.1% | +8.0% | +10.0% |
| YTD | +26.2% | -24.0% | +50.2% | +35.7% |
| 1Y | +30.5% | -30.3% | +60.7% | +44.6% |
| 3Y | +86.2% | +37.0% | +49.3% | +53.7% |
| 5Y | +72.9% | +53.4% | +19.5% | +33.1% |
| 10Y | +205.0% | +252.0% | -46.9% | +86.7% |
| All | +205.0% | +262.7% | -57.6% | +86.7% |
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