+169.2%
IWM vs LDOS
+278.0%
-108.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +0.1% | -5.4% | +5.5% | +2.2% |
| 30D | -1.3% | +4.9% | -6.1% | -3.4% |
| 3M | +1.6% | +7.2% | -5.6% | -2.0% |
| 6M | +13.6% | -24.2% | +37.8% | +25.5% |
| YTD | +20.8% | -25.8% | +46.6% | +33.3% |
| 1Y | +26.4% | -24.7% | +51.1% | +38.4% |
| 3Y | +60.7% | +39.3% | +21.4% | +28.9% |
| 5Y | +38.2% | +43.3% | -5.1% | +6.8% |
| All | +169.2% | +278.0% | -108.8% | +39.6% |
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