+498.1%
LDOS vs IFF
+230.6%
+267.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -5.4% | -1.8% | -3.6% | -4.9% |
| 30D | +4.9% | -2.0% | +6.8% | +5.3% |
| 3M | +7.2% | +18.5% | -11.4% | +1.2% |
| 6M | -24.2% | +11.7% | -35.9% | -27.9% |
| YTD | -25.8% | +29.6% | -55.4% | -32.9% |
| 1Y | -24.7% | +35.0% | -59.7% | -33.0% |
| 3Y | +39.3% | +32.3% | +7.0% | +21.6% |
| 5Y | +43.3% | -34.6% | +77.9% | +53.1% |
| 10Y | +278.6% | -20.6% | +299.2% | +255.7% |
| All | +498.1% | +230.6% | +267.5% | +287.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling