+177.1%
IJH vs LDOS
+267.6%
-90.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.4% |
| 7D | -2.5% | -2.1% | -0.4% | -1.7% |
| 30D | -5.0% | -8.0% | +3.0% | -2.1% |
| 3M | +0.5% | +6.8% | -6.3% | -2.9% |
| 6M | +8.2% | -24.5% | +32.7% | +19.5% |
| YTD | +12.5% | -27.8% | +40.2% | +25.2% |
| 1Y | +14.4% | -27.4% | +41.8% | +26.8% |
| 3Y | +49.5% | +39.9% | +9.6% | +19.3% |
| 5Y | +47.8% | +42.1% | +5.7% | +14.3% |
| All | +177.1% | +267.6% | -90.5% | +54.1% |
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