+512.2%
LDOS vs IFF
+224.8%
+287.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.7% |
| 7D | -5.8% | -10.8% | +5.0% | -2.6% |
| 30D | +11.6% | -0.1% | +11.7% | +11.6% |
| 3M | -1.0% | -1.2% | +0.2% | -0.8% |
| 6M | +5.1% | +5.2% | -0.2% | +2.7% |
| YTD | -24.0% | +27.3% | -51.3% | -31.0% |
| 1Y | -30.3% | +39.2% | -69.5% | -38.6% |
| 3Y | +37.0% | +26.1% | +10.8% | +21.5% |
| 5Y | +53.4% | -37.0% | +90.4% | +66.2% |
| 10Y | +252.0% | -13.0% | +265.0% | +219.5% |
| All | +512.2% | +224.8% | +287.4% | +298.4% |
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