-31.0%
LDOS vs IFF
+27.0%
-58.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -1.6% | -1.8% | +0.1% | -1.5% |
| 30D | +8.2% | -9.4% | +17.7% | +9.0% |
| 3M | -8.2% | -3.0% | -5.2% | -7.8% |
| 6M | +5.8% | +5.8% | 0.0% | +5.4% |
| YTD | -27.0% | +22.4% | -49.3% | -26.9% |
| 1Y | -31.0% | +23.0% | -54.0% | -30.7% |
| All | -31.0% | +27.0% | -58.0% | -30.7% |
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