+236.4%
LDOS vs IRM
+514.0%
-277.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.9% |
| 7D | -1.3% | -5.3% | +3.9% | -0.1% |
| 30D | +10.1% | -2.3% | +12.4% | +10.4% |
| 3M | -4.7% | -7.4% | +2.8% | -3.2% |
| 6M | +5.6% | -12.2% | +17.8% | +8.3% |
| YTD | -25.1% | +38.6% | -63.7% | -34.2% |
| 1Y | -31.7% | +14.9% | -46.6% | -36.4% |
| 3Y | +33.7% | +108.2% | -74.5% | -1.3% |
| 5Y | +54.4% | +183.8% | -129.5% | -0.4% |
| 10Y | +236.4% | +512.6% | -276.2% | +56.5% |
| All | +236.4% | +514.0% | -277.5% | +56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling