+64.2%
IWM vs LDOS
+32.3%
+31.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.4% |
| 7D | -2.0% | -7.2% | +5.2% | -0.8% |
| 30D | -1.5% | +16.8% | -18.3% | -4.4% |
| 3M | -8.0% | -1.6% | -6.4% | -8.0% |
| 6M | -4.1% | -1.0% | -3.1% | -4.1% |
| YTD | +11.9% | -25.8% | +37.7% | +19.0% |
| 1Y | +15.0% | -31.1% | +46.1% | +24.8% |
| 3Y | +64.2% | +32.8% | +31.4% | +37.7% |
| All | +64.2% | +32.3% | +31.9% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling