+47.6%
LDOS vs INDA
+8.0%
+39.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.6% |
| 7D | -7.2% | +6.6% | -13.8% | -8.4% |
| 30D | +16.8% | +10.4% | +6.5% | +14.5% |
| 3M | -1.6% | +1.5% | -3.1% | -1.9% |
| 6M | -1.0% | +1.7% | -2.7% | -1.4% |
| YTD | -25.8% | -5.8% | -19.9% | -24.9% |
| 1Y | -31.1% | -5.1% | -26.0% | -30.4% |
| 3Y | +32.8% | +16.0% | +16.8% | +26.0% |
| All | +47.6% | +8.0% | +39.6% | +38.5% |
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