+89.1%
IYR vs LDOS
+254.8%
-165.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | +2.1% | +1.9% | +0.2% | +1.5% |
| 30D | +7.2% | +12.8% | -5.6% | +3.0% |
| 3M | +0.4% | -1.0% | +1.4% | +0.3% |
| 6M | +1.4% | +6.2% | -4.8% | -1.6% |
| YTD | +11.3% | -23.2% | +34.6% | +19.1% |
| 1Y | +10.5% | -29.5% | +40.0% | +21.8% |
| 3Y | +41.7% | +37.1% | +4.6% | +16.5% |
| 5Y | +7.1% | +55.6% | -48.5% | -18.2% |
| 10Y | +89.1% | +249.4% | -160.4% | +18.9% |
| All | +89.1% | +254.8% | -165.8% | +18.9% |
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 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