+35.9%
LDOS vs IAG
+573.1%
-537.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.7% | +4.5% | -8.2% | -3.8% |
| 30D | +16.4% | -5.7% | +22.0% | +16.4% |
| 3M | +7.4% | +10.1% | -2.7% | +7.0% |
| 6M | -0.3% | +7.3% | -7.6% | -0.7% |
| YTD | -24.0% | +6.1% | -30.1% | -24.4% |
| 1Y | -29.6% | +46.8% | -76.4% | -30.4% |
| All | +35.9% | +573.1% | -537.1% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling