+262.1%
LDOS vs IFF
-21.7%
+283.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.5% |
| 7D | -4.2% | -3.0% | -1.2% | -3.5% |
| 30D | -7.9% | -0.9% | -7.0% | -7.7% |
| 3M | +4.1% | +11.8% | -7.7% | +0.7% |
| 6M | -28.2% | +16.5% | -44.7% | -31.9% |
| YTD | -28.5% | +26.5% | -55.1% | -33.9% |
| 1Y | -27.7% | +32.7% | -60.4% | -34.2% |
| 3Y | +38.4% | +32.0% | +6.4% | +23.1% |
| 5Y | +38.0% | -36.1% | +74.0% | +49.4% |
| 10Y | +262.1% | -20.1% | +282.1% | +237.8% |
| All | +262.1% | -21.7% | +283.8% | +237.8% |
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