+222.8%
LDOS vs IFF
-13.3%
+236.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.7% | -1.4% |
| 7D | -3.5% | -6.9% | +3.5% | -1.7% |
| 30D | +9.5% | -8.9% | +18.4% | +12.1% |
| 3M | -6.3% | -3.7% | -2.6% | -5.5% |
| 6M | +2.8% | +3.5% | -0.7% | +1.3% |
| YTD | -26.6% | +21.2% | -47.8% | -31.5% |
| 1Y | -31.3% | +25.6% | -56.9% | -36.6% |
| 3Y | +30.9% | +19.7% | +11.2% | +19.6% |
| 5Y | +49.4% | -39.8% | +89.2% | +65.3% |
| All | +222.8% | -13.3% | +236.1% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling