-7.1%
IAU vs LDOS
-31.9%
+24.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.1% |
| 7D | -4.6% | -1.6% | -3.0% | -4.5% |
| 30D | -5.4% | +8.2% | -13.7% | -5.7% |
| 3M | -10.9% | -8.2% | -2.7% | -10.7% |
| 6M | -17.4% | +5.8% | -23.2% | -17.9% |
| YTD | -10.2% | -27.0% | +16.8% | -8.8% |
| 1Y | -7.1% | -31.0% | +23.9% | -4.9% |
| All | -7.1% | -31.9% | +24.8% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling