+204.7%
GDX vs LDOS
+35.4%
+169.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +5.4% | -3.7% | +9.1% | +5.7% |
| 30D | -2.8% | +16.4% | -19.2% | -3.9% |
| 3M | +2.5% | +7.4% | -4.9% | +1.7% |
| 6M | -0.1% | -0.3% | +0.3% | -0.4% |
| YTD | 0.0% | -24.0% | +24.0% | +2.2% |
| 1Y | +22.2% | -29.6% | +51.8% | +25.8% |
| All | +204.7% | +35.4% | +169.3% | +202.5% |
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