+45.2%
LDOS vs IFF
-34.2%
+79.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -5.4% | -1.8% | -3.6% | -5.2% |
| 30D | +4.9% | -2.0% | +6.8% | +5.1% |
| 3M | +7.2% | +18.5% | -11.4% | +4.1% |
| 6M | -24.2% | +11.7% | -35.9% | -25.9% |
| YTD | -25.8% | +29.6% | -55.4% | -29.4% |
| 1Y | -24.7% | +35.0% | -59.7% | -29.0% |
| 3Y | +39.3% | +32.3% | +7.0% | +29.8% |
| All | +45.2% | -34.2% | +79.4% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling