-28.2%
LDOS vs IFF
+33.2%
-61.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.8% |
| 7D | -4.2% | -3.0% | -1.2% | -4.1% |
| 30D | -7.9% | -0.9% | -7.0% | -7.9% |
| 3M | +4.1% | +11.8% | -7.7% | +3.0% |
| 6M | -28.2% | +16.5% | -44.7% | -28.7% |
| YTD | -28.5% | +26.5% | -55.1% | -29.5% |
| All | -28.2% | +33.2% | -61.4% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling