+19.2%
IWM vs LDOS
+52.0%
-32.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | -4.6% | -3.7% | -0.9% | -3.8% |
| 30D | -3.7% | +16.4% | -20.1% | -7.5% |
| 3M | -9.4% | +7.4% | -16.8% | -11.4% |
| 6M | -3.6% | -0.3% | -3.3% | -4.0% |
| YTD | +10.8% | -24.0% | +34.8% | +18.5% |
| 1Y | +11.9% | -29.6% | +41.4% | +22.6% |
| 3Y | +60.6% | +35.1% | +25.4% | +36.3% |
| 5Y | +19.2% | +52.9% | -33.7% | -2.9% |
| All | +19.2% | +52.0% | -32.8% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling