+388.1%
IWM vs LDOS
+508.5%
-120.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +1.0% | -2.8% | +3.8% | +2.0% |
| 30D | +0.2% | +13.6% | -13.4% | -5.2% |
| 3M | -5.6% | +4.2% | -9.8% | -8.0% |
| 6M | +2.7% | -8.2% | +10.9% | +4.5% |
| YTD | +16.2% | -24.1% | +40.3% | +26.7% |
| 1Y | +18.9% | -31.2% | +50.2% | +35.4% |
| 3Y | +68.3% | +35.0% | +33.3% | +37.6% |
| 5Y | +26.7% | +52.6% | -26.0% | -4.2% |
| 10Y | +178.1% | +261.9% | -83.8% | +37.7% |
| All | +388.1% | +508.5% | -120.4% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling