-30.2%
LDOS vs IRM
+10.0%
-40.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.7% | +2.2% |
| 7D | -5.8% | -3.8% | -2.1% | -5.8% |
| 30D | +11.6% | -3.2% | +14.8% | +11.5% |
| 3M | -1.0% | -7.8% | +6.8% | -0.8% |
| 6M | +5.1% | -12.7% | +17.8% | +5.7% |
| YTD | -24.0% | +36.7% | -60.7% | -32.8% |
| All | -30.2% | +10.0% | -40.3% | -34.5% |
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