+556.7%
IAU vs LDOS
+509.1%
+47.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.9% | -3.7% | +5.6% | +1.9% |
| 30D | -1.7% | +16.4% | -18.1% | -2.0% |
| 3M | -3.6% | +7.4% | -11.0% | -3.7% |
| 6M | -10.1% | -0.3% | -9.8% | -10.2% |
| YTD | -5.1% | -24.0% | +18.9% | -4.8% |
| 1Y | +2.6% | -29.6% | +32.2% | +3.0% |
| 3Y | +104.1% | +35.1% | +69.0% | +103.1% |
| 5Y | +122.8% | +52.9% | +69.9% | +121.1% |
| 10Y | +206.5% | +262.2% | -55.7% | +201.4% |
| All | +556.7% | +509.1% | +47.6% | +512.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling