+511.9%
LDOS vs IBN
+559.7%
-47.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.0% | +0.1% |
| 7D | -2.8% | +8.9% | -11.7% | -4.3% |
| 30D | +13.6% | +12.6% | +0.9% | +11.2% |
| 3M | +4.2% | +3.1% | +1.2% | +3.6% |
| 6M | -8.2% | +20.6% | -28.8% | -11.3% |
| YTD | -24.1% | +5.8% | -29.9% | -25.2% |
| 1Y | -31.2% | +3.7% | -34.9% | -31.9% |
| 3Y | +35.0% | +40.3% | -5.3% | +25.5% |
| 5Y | +52.6% | +58.0% | -5.4% | +37.7% |
| 10Y | +261.9% | +347.9% | -86.0% | +161.4% |
| All | +511.9% | +559.7% | -47.8% | +259.3% |
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 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