+216.5%
GDXJ vs LDOS
+248.5%
-32.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.2% |
| 7D | +13.4% | -7.2% | +20.7% | +14.8% |
| 30D | -1.3% | +16.8% | -18.1% | -4.0% |
| 3M | -1.5% | -1.6% | +0.1% | -1.6% |
| 6M | -12.2% | -1.0% | -11.3% | -12.7% |
| YTD | -5.3% | -25.8% | +20.5% | -1.2% |
| 1Y | +22.0% | -31.1% | +53.1% | +29.1% |
| 3Y | +224.9% | +32.8% | +192.1% | +197.0% |
| 5Y | +160.6% | +49.4% | +111.2% | +130.2% |
| All | +216.5% | +248.5% | -32.0% | +151.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling