+52.9%
LDOS vs IBB
+34.6%
+18.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.0% | +5.1% | +1.6% |
| 7D | -3.7% | -3.6% | -0.1% | -2.7% |
| 30D | +16.4% | +3.4% | +13.0% | +15.0% |
| 3M | +7.4% | +9.5% | -2.1% | +4.2% |
| 6M | -0.3% | +23.3% | -23.6% | -6.9% |
| YTD | -24.0% | +24.5% | -48.6% | -29.5% |
| 1Y | -29.6% | +32.9% | -62.5% | -36.0% |
| 3Y | +35.1% | +76.6% | -41.4% | +11.4% |
| 5Y | +52.9% | +35.5% | +17.4% | +26.3% |
| All | +52.9% | +34.6% | +18.3% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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