+498.1%
LDOS vs IBN
+539.4%
-41.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -5.4% | +1.4% | -6.8% | -5.7% |
| 30D | +4.9% | -0.3% | +5.2% | +4.9% |
| 3M | +7.2% | +17.1% | -9.9% | +4.2% |
| 6M | -24.2% | +3.4% | -27.6% | -24.9% |
| YTD | -25.8% | +2.5% | -28.3% | -26.4% |
| 1Y | -24.7% | -4.2% | -20.6% | -24.5% |
| 3Y | +39.3% | +32.4% | +6.9% | +30.8% |
| 5Y | +43.3% | +59.2% | -15.9% | +28.9% |
| 10Y | +278.6% | +345.7% | -67.1% | +173.4% |
| All | +498.1% | +539.4% | -41.4% | +253.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling