-31.2%
LDOS vs IRM
+19.5%
-50.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.7% |
| 7D | -2.8% | +2.6% | -5.4% | -2.9% |
| 30D | +13.6% | +5.6% | +8.0% | +13.2% |
| 3M | +4.2% | -4.7% | +9.0% | +4.6% |
| 6M | -8.2% | -6.1% | -2.1% | -7.8% |
| YTD | -24.1% | +46.3% | -70.4% | -33.2% |
| 1Y | -31.2% | +18.7% | -49.9% | -35.5% |
| All | -31.2% | +19.5% | -50.7% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling