+387.3%
IWF vs LDOS
+226.9%
+160.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +2.8% | -1.6% | +4.4% | +3.3% |
| 30D | -7.5% | +8.2% | -15.8% | -10.0% |
| 3M | -8.5% | -8.2% | -0.3% | -6.6% |
| 6M | -7.4% | +5.8% | -13.2% | -10.2% |
| YTD | -2.6% | -27.0% | +24.3% | +5.4% |
| 1Y | -1.8% | -31.0% | +29.1% | +8.3% |
| 3Y | +65.5% | +29.3% | +36.2% | +40.4% |
| 5Y | +55.8% | +48.7% | +7.1% | +22.4% |
| All | +387.3% | +226.9% | +160.4% | +194.8% |
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