+33.6%
IJH vs LDOS
+49.1%
-15.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.1% |
| 7D | -1.7% | -7.2% | +5.5% | 0.0% |
| 30D | -0.9% | +16.8% | -17.7% | -4.8% |
| 3M | -5.8% | -1.6% | -4.2% | -5.7% |
| 6M | -2.8% | -1.0% | -1.8% | -3.2% |
| YTD | +10.1% | -25.8% | +35.9% | +18.0% |
| 1Y | +13.8% | -31.1% | +44.9% | +24.8% |
| 3Y | +53.2% | +32.8% | +20.4% | +30.7% |
| All | +33.6% | +49.1% | -15.6% | +11.1% |
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 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