+54.4%
LDOS vs INDA
+10.5%
+43.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.2% | -2.4% |
| 7D | -1.3% | +3.1% | -4.4% | -1.9% |
| 30D | +10.1% | +11.3% | -1.2% | +7.8% |
| 3M | -4.7% | +3.0% | -7.7% | -5.2% |
| 6M | +5.6% | +6.5% | -1.0% | +4.2% |
| YTD | -25.1% | -4.6% | -20.5% | -24.4% |
| 1Y | -31.7% | -5.8% | -25.9% | -30.8% |
| 3Y | +33.7% | +16.8% | +16.9% | +26.8% |
| 5Y | +54.4% | +10.4% | +44.0% | +44.3% |
| All | +54.4% | +10.5% | +43.9% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling