+87.7%
IYR vs LDOS
+241.3%
-153.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.6% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | +6.1% | +10.1% | -4.0% | +2.7% |
| 3M | +0.9% | -4.7% | +5.6% | +2.0% |
| 6M | +1.2% | +5.6% | -4.4% | -1.7% |
| YTD | +11.1% | -25.1% | +36.2% | +19.8% |
| 1Y | +9.0% | -31.7% | +40.7% | +21.4% |
| 3Y | +41.4% | +33.7% | +7.7% | +17.1% |
| 5Y | +6.7% | +54.4% | -47.7% | -18.5% |
| 10Y | +87.7% | +236.4% | -148.7% | +22.5% |
| All | +87.7% | +241.3% | -153.6% | +22.5% |
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