-29.5%
LDOS vs INDA
-4.2%
-25.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | +1.9% | +6.2% | -4.3% | +1.6% |
| 30D | +12.8% | +12.4% | +0.4% | +12.3% |
| 3M | -1.0% | +3.2% | -4.2% | -1.2% |
| 6M | +6.2% | +3.8% | +2.4% | +6.0% |
| YTD | -23.2% | -4.3% | -18.9% | -24.0% |
| 1Y | -29.5% | -4.5% | -25.0% | -30.4% |
| All | -29.5% | -4.2% | -25.3% | -30.4% |
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