+229.7%
LDOS vs IBN
+388.7%
-159.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -1.3% | +11.1% | -12.5% | -3.6% |
| 30D | +10.1% | +23.9% | -13.7% | +5.1% |
| 3M | -4.7% | +16.3% | -21.0% | -7.9% |
| 6M | +5.6% | +34.2% | -28.6% | -1.2% |
| YTD | -25.1% | +17.6% | -42.6% | -28.1% |
| 1Y | -31.7% | +13.8% | -45.5% | -33.9% |
| 3Y | +33.7% | +57.0% | -23.3% | +18.5% |
| 5Y | +54.4% | +75.3% | -21.0% | +31.6% |
| All | +229.7% | +388.7% | -159.0% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling