+47.6%
LDOS vs IBN
+73.5%
-25.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.6% | +1.9% | -3.5% | -1.8% |
| 30D | +8.2% | +22.1% | -13.9% | +5.5% |
| 3M | -8.2% | +17.1% | -25.3% | -10.1% |
| 6M | +5.8% | +35.5% | -29.7% | +1.7% |
| YTD | -27.0% | +16.8% | -43.8% | -28.6% |
| 1Y | -31.0% | +12.4% | -43.4% | -32.2% |
| 3Y | +29.3% | +58.0% | -28.8% | +18.6% |
| All | +47.6% | +73.5% | -25.9% | +30.6% |
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 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