+512.4%
LDOS vs IAG
+130.7%
+381.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.5% |
| 3M | +7.4% | +10.1% | -2.7% | +6.9% |
| 6M | -0.3% | +7.3% | -7.6% | -0.9% |
| YTD | -24.0% | +6.1% | -30.1% | -24.6% |
| 1Y | -29.6% | +46.8% | -76.4% | -30.9% |
| 3Y | +35.1% | +573.1% | -538.0% | +25.2% |
| 5Y | +52.9% | +477.6% | -424.6% | +40.3% |
| 10Y | +262.2% | +315.7% | -53.5% | +227.8% |
| All | +512.4% | +130.7% | +381.8% | +421.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling