+753.2%
LDOS vs INDA
+115.6%
+637.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.7% | +5.5% | -9.2% | -5.6% |
| 30D | +16.4% | +7.0% | +9.3% | +13.4% |
| 3M | +7.4% | -0.6% | +8.0% | +7.5% |
| 6M | -0.3% | +1.7% | -2.1% | -1.2% |
| YTD | -24.0% | -7.5% | -16.6% | -22.2% |
| 1Y | -29.6% | -7.9% | -21.7% | -27.7% |
| 3Y | +35.1% | +14.1% | +21.0% | +26.1% |
| 5Y | +52.9% | +7.4% | +45.5% | +45.0% |
| 10Y | +262.2% | +98.7% | +163.5% | +155.3% |
| All | +753.2% | +115.6% | +637.5% | +484.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling