-31.2%
LDOS vs INDA
-7.3%
-23.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.6% |
| 7D | -2.8% | +6.9% | -9.7% | -3.1% |
| 30D | +13.6% | +7.4% | +6.2% | +13.3% |
| 3M | +4.2% | -1.0% | +5.2% | +4.1% |
| 6M | -8.2% | +2.9% | -11.1% | -8.1% |
| YTD | -24.1% | -7.4% | -16.7% | -24.9% |
| 1Y | -31.2% | -7.4% | -23.8% | -32.3% |
| All | -31.2% | -7.3% | -23.9% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling