+538.5%
IAU vs LDOS
+500.4%
+38.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.1% |
| 7D | -2.0% | -1.3% | -0.6% | -1.9% |
| 30D | -4.4% | +10.1% | -14.5% | -4.6% |
| 3M | -8.9% | -4.7% | -4.2% | -8.9% |
| 6M | -15.9% | +5.6% | -21.5% | -16.1% |
| YTD | -7.8% | -25.1% | +17.3% | -7.4% |
| 1Y | -3.8% | -31.7% | +27.9% | -3.3% |
| 3Y | +104.3% | +33.7% | +70.6% | +103.3% |
| 5Y | +111.2% | +54.4% | +56.8% | +109.6% |
| 10Y | +216.4% | +236.4% | -20.0% | +211.4% |
| All | +538.5% | +500.4% | +38.0% | +495.9% |
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 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