+53.4%
LDOS vs IBN
+70.2%
-16.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.7% | +2.1% |
| 7D | -5.8% | +14.6% | -20.4% | -7.5% |
| 30D | +11.6% | +23.5% | -11.9% | +8.6% |
| 3M | -1.0% | +14.0% | -15.0% | -2.7% |
| 6M | +5.1% | +31.1% | -26.1% | +1.4% |
| YTD | -24.0% | +16.6% | -40.6% | -25.7% |
| 1Y | -30.3% | +14.9% | -45.2% | -31.7% |
| 3Y | +37.0% | +56.9% | -19.9% | +25.7% |
| 5Y | +53.4% | +69.7% | -16.3% | +36.3% |
| All | +53.4% | +70.2% | -16.9% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling