+512.4%
LDOS vs IRM
+972.4%
-460.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -11.1% | +11.2% | +3.0% |
| 7D | -3.7% | -10.9% | +7.2% | -1.0% |
| 30D | +16.4% | -9.4% | +25.8% | +19.0% |
| 3M | +7.4% | -16.4% | +23.8% | +11.8% |
| 6M | -0.3% | -18.7% | +18.4% | +4.1% |
| YTD | -24.0% | +30.1% | -54.1% | -30.9% |
| 1Y | -29.6% | +8.5% | -38.1% | -32.7% |
| 3Y | +35.1% | +88.0% | -52.9% | +8.3% |
| 5Y | +52.9% | +167.6% | -114.7% | +9.1% |
| 10Y | +262.2% | +458.9% | -196.7% | +103.5% |
| All | +512.4% | +972.4% | -460.0% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling