+161.6%
IWM vs LDOS
+248.5%
-86.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.9% |
| 7D | -2.0% | -7.2% | +5.2% | +0.6% |
| 30D | -1.5% | +16.8% | -18.3% | -7.4% |
| 3M | -8.0% | -1.6% | -6.4% | -8.0% |
| 6M | -4.1% | -1.0% | -3.1% | -5.1% |
| YTD | +11.9% | -25.8% | +37.7% | +23.0% |
| 1Y | +15.0% | -31.1% | +46.1% | +30.5% |
| 3Y | +64.2% | +32.8% | +31.4% | +34.0% |
| 5Y | +20.4% | +49.4% | -29.0% | -9.4% |
| All | +161.6% | +248.5% | -86.9% | +33.5% |
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