-30.5%
LDOS vs IRE
-84.4%
+53.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.0% | -13.5% | +0.4% |
| 7D | -5.4% | +54.8% | -60.2% | -5.8% |
| 30D | +4.9% | +18.4% | -13.5% | +4.6% |
| 3M | +7.2% | -66.7% | +73.9% | +8.6% |
| 6M | -24.2% | -52.3% | +28.1% | -24.8% |
| YTD | -25.8% | -52.3% | +26.5% | -27.3% |
| All | -30.5% | -84.4% | +53.9% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling