+37.1%
LDOS vs INDA
+18.0%
+19.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +1.9% | +6.2% | -4.3% | +1.1% |
| 30D | +12.8% | +12.4% | +0.4% | +11.1% |
| 3M | -1.0% | +3.2% | -4.2% | -1.4% |
| 6M | +6.2% | +3.8% | +2.4% | +5.7% |
| YTD | -23.2% | -4.3% | -18.9% | -22.7% |
| 1Y | -29.5% | -4.5% | -25.0% | -29.0% |
| 3Y | +37.1% | +17.1% | +20.0% | +29.1% |
| All | +37.1% | +18.0% | +19.1% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling