+413.9%
IWD vs LDOS
+509.1%
-95.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -0.9% | -3.7% | +2.8% | +0.3% |
| 30D | +2.6% | +16.4% | -13.7% | -2.9% |
| 3M | +1.2% | +7.4% | -6.2% | -1.9% |
| 6M | +12.1% | -0.3% | +12.4% | +10.8% |
| YTD | +24.1% | -24.0% | +48.2% | +33.6% |
| 1Y | +28.5% | -29.6% | +58.1% | +42.2% |
| 3Y | +79.5% | +35.1% | +44.4% | +50.7% |
| 5Y | +70.3% | +52.9% | +17.4% | +33.4% |
| 10Y | +212.5% | +262.2% | -49.7% | +70.9% |
| All | +413.9% | +509.1% | -95.2% | +109.7% |
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 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