+177.9%
IJH vs LDOS
+254.8%
-76.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | 0.0% | +1.9% | -1.9% | -0.7% |
| 30D | +1.0% | +12.8% | -11.8% | -3.8% |
| 3M | -4.1% | -1.0% | -3.1% | -4.3% |
| 6M | +0.7% | +6.2% | -5.4% | -2.9% |
| YTD | +13.2% | -23.2% | +36.4% | +22.7% |
| 1Y | +14.9% | -29.5% | +44.4% | +29.1% |
| 3Y | +58.4% | +37.1% | +21.3% | +27.6% |
| 5Y | +38.7% | +55.6% | -16.9% | +2.6% |
| 10Y | +177.9% | +249.4% | -71.5% | +52.4% |
| All | +177.9% | +254.8% | -76.9% | +52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling