+221.5%
GDXJ vs LDOS
+30.5%
+191.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -8.1% | -1.6% | -6.5% | -8.0% |
| 30D | -5.5% | +8.2% | -13.7% | -6.2% |
| 3M | -14.6% | -8.2% | -6.4% | -14.0% |
| 6M | -23.2% | +5.8% | -29.0% | -24.1% |
| YTD | -13.0% | -27.0% | +14.0% | -10.4% |
| 1Y | +2.8% | -31.0% | +33.7% | +6.4% |
| 3Y | +221.5% | +29.3% | +192.2% | +211.6% |
| All | +221.5% | +30.5% | +191.0% | +211.6% |
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