+498.1%
LDOS vs IBB
+756.4%
-258.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -5.4% | +1.4% | -6.8% | -6.0% |
| 30D | +4.9% | +10.5% | -5.6% | +0.2% |
| 3M | +7.2% | +23.6% | -16.5% | -2.7% |
| 6M | -24.2% | +22.6% | -46.9% | -31.2% |
| YTD | -25.8% | +25.7% | -51.5% | -33.5% |
| 1Y | -24.7% | +51.4% | -76.1% | -38.0% |
| 3Y | +39.3% | +64.4% | -25.1% | +9.0% |
| 5Y | +43.3% | +22.1% | +21.2% | +26.0% |
| 10Y | +278.6% | +132.5% | +146.1% | +137.6% |
| All | +498.1% | +756.4% | -258.3% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling