+53.4%
LDOS vs IAG
+540.0%
-486.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| 6M | +5.1% | +6.1% | -1.0% | +4.6% |
| YTD | -24.0% | +20.3% | -44.4% | -24.9% |
| 1Y | -30.3% | +56.5% | -86.7% | -31.7% |
| 3Y | +37.0% | +762.6% | -725.7% | +25.4% |
| 5Y | +53.4% | +546.3% | -492.9% | +34.8% |
| All | +53.4% | +540.0% | -486.6% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling