+410.5%
IWD vs LDOS
+494.7%
-84.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -0.3% | -5.4% | +5.1% | +1.6% |
| 30D | +0.6% | +4.9% | -4.3% | -1.3% |
| 3M | +7.2% | +7.2% | 0.0% | +3.8% |
| 6M | +16.2% | -24.2% | +40.5% | +26.8% |
| YTD | +23.3% | -25.8% | +49.1% | +34.4% |
| 1Y | +29.6% | -24.7% | +54.3% | +40.1% |
| 3Y | +70.5% | +39.3% | +31.2% | +41.5% |
| 5Y | +73.5% | +43.3% | +30.2% | +39.6% |
| 10Y | +198.3% | +278.6% | -80.3% | +60.7% |
| All | +410.5% | +494.7% | -84.2% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling