+223.4%
GDXJ vs LDOS
+31.0%
+192.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.6% | -4.5% |
| 7D | -4.9% | -3.5% | -1.5% | -4.7% |
| 30D | -10.0% | +9.5% | -19.5% | -10.7% |
| 3M | -16.6% | -6.3% | -10.3% | -16.3% |
| 6M | -23.3% | +2.8% | -26.1% | -24.0% |
| YTD | -12.4% | -26.6% | +14.2% | -9.9% |
| 1Y | +0.5% | -31.3% | +31.8% | +4.1% |
| All | +223.4% | +31.0% | +192.4% | +213.4% |
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