+32.8%
LDOS vs IAG
+621.5%
-588.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.2% | -9.5% | -2.4% |
| 7D | -7.2% | +21.4% | -28.6% | -7.4% |
| 30D | +16.8% | +4.0% | +12.8% | +16.8% |
| 3M | -1.6% | +17.0% | -18.6% | -2.0% |
| 6M | -1.0% | +1.4% | -2.4% | -1.1% |
| YTD | -25.8% | +13.8% | -39.5% | -26.2% |
| 1Y | -31.1% | +55.8% | -86.9% | -32.0% |
| 3Y | +32.8% | +647.4% | -614.6% | +29.7% |
| All | +32.8% | +621.5% | -588.7% | +29.7% |
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