+249.4%
LDOS vs IRM
+481.3%
-231.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.9% | -5.1% | +6.9% | +3.1% |
| 30D | +12.8% | -3.3% | +16.0% | +13.4% |
| 3M | -1.0% | -8.2% | +7.1% | +0.7% |
| 6M | +6.2% | -12.8% | +19.0% | +9.1% |
| YTD | -23.2% | +36.6% | -59.8% | -32.3% |
| 1Y | -29.5% | +11.9% | -41.4% | -33.8% |
| 3Y | +37.1% | +105.1% | -68.1% | +1.6% |
| 5Y | +55.6% | +182.4% | -126.8% | +0.5% |
| 10Y | +249.4% | +505.1% | -255.7% | +65.6% |
| All | +249.4% | +481.3% | -231.9% | +65.6% |
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