+62.6%
IYR vs LDOS
+274.0%
-211.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.2% | -5.4% | +4.2% | +0.5% |
| 30D | -2.9% | +4.9% | -7.7% | -4.6% |
| 3M | +0.8% | +7.2% | -6.3% | -2.1% |
| 6M | +1.9% | -24.2% | +26.1% | +10.7% |
| YTD | +9.6% | -25.8% | +35.4% | +18.9% |
| 1Y | +8.1% | -24.7% | +32.8% | +16.3% |
| 3Y | +29.2% | +39.3% | -10.1% | +5.7% |
| 5Y | +4.3% | +43.3% | -39.0% | -17.4% |
| All | +62.6% | +274.0% | -211.4% | +2.4% |
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