+383.3%
IWF vs LDOS
+262.7%
+120.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.2% |
| 7D | -1.0% | -5.8% | +4.8% | +0.6% |
| 30D | -10.1% | +11.6% | -21.7% | -13.3% |
| 3M | -7.6% | -1.0% | -6.6% | -7.9% |
| 6M | -6.7% | +5.1% | -11.8% | -9.2% |
| YTD | -2.5% | -24.0% | +21.5% | +4.3% |
| 1Y | -2.1% | -30.3% | +28.2% | +8.0% |
| 3Y | +68.6% | +37.0% | +31.7% | +40.5% |
| 5Y | +55.8% | +53.4% | +2.5% | +21.5% |
| 10Y | +383.3% | +252.0% | +131.3% | +197.1% |
| All | +383.3% | +262.7% | +120.6% | +197.1% |
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