+544.5%
IJH vs LDOS
+494.7%
+49.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +0.1% | -5.4% | +5.5% | +2.3% |
| 30D | -1.5% | +4.9% | -6.4% | -3.6% |
| 3M | +0.8% | +7.2% | -6.4% | -2.9% |
| 6M | +7.6% | -24.2% | +31.8% | +18.5% |
| YTD | +15.5% | -25.8% | +41.3% | +27.2% |
| 1Y | +16.9% | -24.7% | +41.6% | +27.7% |
| 3Y | +48.1% | +39.3% | +8.8% | +21.1% |
| 5Y | +47.8% | +43.3% | +4.5% | +17.0% |
| 10Y | +178.6% | +278.6% | -100.0% | +43.7% |
| All | +544.5% | +494.7% | +49.7% | +151.2% |
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