+182.2%
GDX vs LDOS
+509.1%
-326.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +5.4% | -3.7% | +9.1% | +6.0% |
| 30D | -2.8% | +16.4% | -19.2% | -5.2% |
| 3M | +2.5% | +7.4% | -4.9% | +1.0% |
| 6M | -0.1% | -0.3% | +0.3% | -0.7% |
| YTD | 0.0% | -24.0% | +24.0% | +3.6% |
| 1Y | +22.2% | -29.6% | +51.8% | +28.2% |
| 3Y | +201.4% | +35.1% | +166.3% | +178.9% |
| 5Y | +180.6% | +52.9% | +127.7% | +151.5% |
| 10Y | +277.2% | +262.2% | +15.0% | +175.0% |
| All | +182.2% | +509.1% | -326.8% | +63.8% |
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