-28.9%
LDOS vs IRE
-98.0%
+69.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -33.9% | +34.0% | 0.0% |
| 7D | -3.7% | -57.1% | +53.4% | -3.7% |
| 30D | +16.4% | -84.4% | +100.8% | +16.8% |
| 3M | +7.4% | -85.0% | +92.4% | +7.6% |
| 6M | -0.3% | -95.2% | +94.9% | +0.9% |
| YTD | -24.0% | -93.9% | +69.9% | -25.2% |
| 1Y | -29.6% | -98.8% | +69.3% | -30.5% |
| All | -28.9% | -98.0% | +69.1% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling