+18.4%
IWM vs LDOS
-31.9%
+50.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.4% | -1.6% | +3.0% | +1.6% |
| 30D | +2.3% | +8.2% | -6.0% | +1.4% |
| 3M | -8.3% | -8.2% | -0.1% | -7.7% |
| 6M | -1.3% | +5.8% | -7.2% | -1.7% |
| YTD | +13.5% | -27.0% | +40.5% | +17.4% |
| 1Y | +18.4% | -31.0% | +49.4% | +27.2% |
| All | +18.4% | -31.9% | +50.3% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling