+35.9%
LDOS vs IBN
+45.2%
-9.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.2% |
| 7D | -3.7% | +11.7% | -15.4% | -4.6% |
| 30D | +16.4% | +16.1% | +0.3% | +15.0% |
| 3M | +7.4% | +7.0% | +0.4% | +6.7% |
| 6M | -0.3% | +26.1% | -26.4% | -2.1% |
| YTD | -24.0% | +10.1% | -34.1% | -24.8% |
| 1Y | -29.6% | +8.0% | -37.6% | -30.2% |
| All | +35.9% | +45.2% | -9.2% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling