+32.8%
LDOS vs IFF
+22.4%
+10.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.8% |
| 7D | -7.2% | -11.2% | +4.0% | -5.9% |
| 30D | +16.8% | -1.8% | +18.6% | +17.2% |
| 3M | -1.6% | -1.8% | +0.2% | -1.3% |
| 6M | -1.0% | +0.6% | -1.6% | -1.3% |
| YTD | -25.8% | +24.6% | -50.3% | -28.3% |
| 1Y | -31.1% | +34.4% | -65.5% | -34.4% |
| 3Y | +32.8% | +22.1% | +10.7% | +28.2% |
| All | +32.8% | +22.4% | +10.4% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling