+252.0%
LDOS vs IAG
+326.7%
-74.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.4% | +2.2% |
| 7D | -5.8% | +24.0% | -29.8% | -6.3% |
| 30D | +11.6% | +5.5% | +6.0% | +11.4% |
| 3M | -1.0% | +8.3% | -9.3% | -1.3% |
| 6M | +5.1% | +6.1% | -1.0% | +4.6% |
| YTD | -24.0% | +20.3% | -44.4% | -24.8% |
| 1Y | -30.3% | +56.5% | -86.7% | -31.5% |
| 3Y | +37.0% | +762.6% | -725.7% | +27.2% |
| 5Y | +53.4% | +546.3% | -492.9% | +40.7% |
| 10Y | +252.0% | +356.1% | -104.1% | +220.3% |
| All | +252.0% | +326.7% | -74.7% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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