+144.3%
IAU vs LDOS
+43.9%
+100.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -0.5% | -5.4% | +4.9% | -0.4% |
| 30D | +4.4% | +4.9% | -0.5% | +4.3% |
| 3M | -1.1% | +7.2% | -8.2% | -1.3% |
| 6M | -13.7% | -24.2% | +10.5% | -13.1% |
| YTD | +2.7% | -25.8% | +28.5% | +3.4% |
| 1Y | +24.6% | -24.7% | +49.3% | +25.4% |
| 3Y | +126.8% | +39.3% | +87.6% | +126.3% |
| All | +144.3% | +43.9% | +100.4% | +141.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling