+210.7%
IAU vs LDOS
+226.9%
-16.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.1% |
| 7D | -4.6% | -1.6% | -3.0% | -4.6% |
| 30D | -5.4% | +8.2% | -13.7% | -5.6% |
| 3M | -10.9% | -8.2% | -2.7% | -10.8% |
| 6M | -17.4% | +5.8% | -23.2% | -17.5% |
| YTD | -10.2% | -27.0% | +16.8% | -9.8% |
| 1Y | -7.1% | -31.0% | +23.9% | -6.5% |
| 3Y | +97.7% | +29.3% | +68.4% | +96.8% |
| 5Y | +105.3% | +48.7% | +56.6% | +103.6% |
| All | +210.7% | +226.9% | -16.3% | +217.9% |
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