+72.4%
IWD vs LDOS
+39.7%
+32.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -0.3% | -5.4% | +5.1% | +0.5% |
| 30D | +0.6% | +4.9% | -4.3% | -0.2% |
| 3M | +7.2% | +7.2% | 0.0% | +6.0% |
| 6M | +16.2% | -24.2% | +40.5% | +21.3% |
| YTD | +23.3% | -25.8% | +49.1% | +28.6% |
| 1Y | +29.6% | -24.7% | +54.3% | +34.6% |
| All | +72.4% | +39.7% | +32.7% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling