+28.7%
IWD vs LDOS
-31.2%
+59.9%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | -0.5% | -7.2% | +6.7% | 0.0% |
| 30D | +2.7% | +16.8% | -14.2% | +1.5% |
| 3M | +0.9% | -1.6% | +2.5% | +0.9% |
| 6M | +10.5% | -1.0% | +11.5% | +10.6% |
| YTD | +23.7% | -25.8% | +49.5% | +25.3% |
| 1Y | +28.7% | -31.1% | +59.8% | +33.3% |
| All | +28.7% | -31.2% | +59.9% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling