+275.4%
LDOS vs IAG
+385.3%
-109.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.6% |
| 7D | -5.4% | -0.5% | -4.9% | -5.4% |
| 30D | +4.9% | +28.9% | -24.0% | +4.0% |
| 3M | +7.2% | +19.1% | -12.0% | +6.5% |
| 6M | -24.2% | -10.3% | -14.0% | -24.2% |
| YTD | -25.8% | +24.2% | -50.0% | -26.6% |
| 1Y | -24.7% | +116.5% | -141.2% | -26.9% |
| 3Y | +39.3% | +742.8% | -703.5% | +28.5% |
| 5Y | +43.3% | +753.3% | -710.0% | +29.6% |
| All | +275.4% | +385.3% | -109.9% | +237.6% |
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