+114.8%
IAU vs LDOS
+54.3%
+60.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.6% |
| 7D | +2.8% | +1.9% | +0.9% | +2.8% |
| 30D | -4.0% | +12.8% | -16.8% | -4.2% |
| 3M | -8.2% | -1.0% | -7.2% | -8.2% |
| 6M | -14.8% | +6.2% | -21.0% | -15.0% |
| YTD | -6.7% | -23.2% | +16.5% | -6.2% |
| 1Y | -2.2% | -29.5% | +27.2% | -1.6% |
| 3Y | +106.7% | +37.1% | +69.7% | +106.1% |
| 5Y | +114.8% | +55.6% | +59.2% | +109.4% |
| All | +114.8% | +54.3% | +60.5% | +109.4% |
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 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