-8.2%
LDOS vs IRE
-90.1%
+81.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -23.2% | +24.0% | 0.0% |
| 7D | -2.8% | -46.8% | +44.0% | -4.0% |
| 30D | +13.6% | -75.5% | +89.1% | +10.7% |
| 3M | +4.2% | -79.4% | +83.6% | +1.6% |
| 6M | -8.2% | -91.3% | +83.1% | -10.9% |
| All | -8.2% | -90.1% | +81.9% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling