-28.9%
LDOS vs IRE
-97.0%
+68.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -23.2% | +24.0% | +0.7% |
| 7D | -2.8% | -46.8% | +44.0% | -2.7% |
| 30D | +13.6% | -75.5% | +89.1% | +14.1% |
| 3M | +4.2% | -79.4% | +83.6% | +4.6% |
| 6M | -8.2% | -91.3% | +83.1% | -7.4% |
| YTD | -24.1% | -90.8% | +66.7% | -25.2% |
| 1Y | -31.2% | -97.7% | +66.5% | -32.1% |
| All | -28.9% | -97.0% | +68.1% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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