+47.6%
LDOS vs IBN
+68.5%
-20.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -2.8% |
| 7D | -7.2% | +15.1% | -22.3% | -8.9% |
| 30D | +16.8% | +21.6% | -4.8% | +13.9% |
| 3M | -1.6% | +11.2% | -12.8% | -3.0% |
| 6M | -1.0% | +27.8% | -28.7% | -4.1% |
| YTD | -25.8% | +14.7% | -40.4% | -27.3% |
| 1Y | -31.1% | +14.4% | -45.5% | -32.5% |
| 3Y | +32.8% | +52.1% | -19.3% | +22.5% |
| All | +47.6% | +68.5% | -20.9% | +31.0% |
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