+260.9%
GDX vs LDOS
+39.7%
+221.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -0.4% | -5.4% | +5.0% | 0.0% |
| 30D | +18.6% | +4.9% | +13.7% | +18.1% |
| 3M | +14.9% | +7.2% | +7.7% | +13.9% |
| 6M | -6.3% | -24.2% | +18.0% | -4.0% |
| YTD | +15.7% | -25.8% | +41.5% | +18.3% |
| 1Y | +54.8% | -24.7% | +79.6% | +57.8% |
| All | +260.9% | +39.7% | +221.2% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 3y: compounded portfolio wealth divided by compounded LDOS 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…
3y analysis · Full analysis span regression · 6 months rolling