+252.0%
LDOS vs IBN
+368.7%
-116.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.7% | +2.0% |
| 7D | -5.8% | +14.6% | -20.4% | -8.6% |
| 30D | +11.6% | +23.5% | -11.9% | +6.5% |
| 3M | -1.0% | +14.0% | -15.0% | -3.9% |
| 6M | +5.1% | +31.1% | -26.1% | -1.1% |
| YTD | -24.0% | +16.6% | -40.6% | -26.9% |
| 1Y | -30.3% | +14.9% | -45.2% | -32.7% |
| 3Y | +37.0% | +56.9% | -19.9% | +21.4% |
| 5Y | +53.4% | +69.7% | -16.3% | +31.9% |
| 10Y | +252.0% | +365.4% | -113.4% | +129.9% |
| All | +252.0% | +368.7% | -116.7% | +129.9% |
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