+9.8%
LDOS vs INIO
-54.0%
+63.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.7% | -12.1% | -1.9% |
| 7D | -1.3% | +2.4% | -3.8% | -1.1% |
| 30D | +10.1% | -18.9% | +29.0% | +9.5% |
| 3M | -4.7% | -45.0% | +40.3% | -4.8% |
| All | +9.8% | -54.0% | +63.8% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 10y: compounded portfolio wealth divided by compounded INIO 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…
10y analysis · Full analysis span regression · Available span rolling