+498.3%
LDOS vs IFF
+217.8%
+280.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.0% |
| 7D | -7.2% | -11.2% | +4.0% | -3.9% |
| 30D | +16.8% | -1.8% | +18.6% | +17.4% |
| 3M | -1.6% | -1.8% | +0.2% | -1.2% |
| 6M | -1.0% | +0.6% | -1.6% | -1.9% |
| YTD | -25.8% | +24.6% | -50.3% | -32.1% |
| 1Y | -31.1% | +34.4% | -65.5% | -38.6% |
| 3Y | +32.8% | +22.1% | +10.7% | +19.0% |
| 5Y | +49.4% | -34.3% | +83.7% | +59.0% |
| 10Y | +253.9% | -17.9% | +271.8% | +227.6% |
| All | +498.3% | +217.8% | +280.5% | +291.9% |
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 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