+222.8%
LDOS vs IBN
+383.7%
-160.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -3.5% | +5.7% | -9.2% | -4.6% |
| 30D | +9.5% | +20.5% | -11.0% | +5.1% |
| 3M | -6.3% | +15.2% | -21.5% | -9.3% |
| 6M | +2.8% | +34.5% | -31.7% | -3.8% |
| YTD | -26.6% | +16.4% | -43.0% | -29.4% |
| 1Y | -31.3% | +13.5% | -44.8% | -33.5% |
| 3Y | +30.9% | +55.4% | -24.5% | +16.2% |
| 5Y | +49.4% | +73.1% | -23.7% | +27.7% |
| All | +222.8% | +383.7% | -160.9% | +108.4% |
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