+226.7%
GDX vs LDOS
+494.7%
-268.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -0.4% | -5.4% | +5.0% | +0.5% |
| 30D | +18.6% | +4.9% | +13.7% | +17.5% |
| 3M | +14.9% | +7.2% | +7.7% | +13.1% |
| 6M | -6.3% | -24.2% | +18.0% | -2.4% |
| YTD | +15.7% | -25.8% | +41.5% | +20.6% |
| 1Y | +54.8% | -24.7% | +79.6% | +60.7% |
| 3Y | +253.4% | +39.3% | +214.2% | +225.4% |
| 5Y | +219.7% | +43.3% | +176.4% | +190.0% |
| 10Y | +300.2% | +278.6% | +21.6% | +189.2% |
| All | +226.7% | +494.7% | -268.0% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling