+24.2%
IJR vs LDOS
-27.6%
+51.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | +2.3% | -2.8% | +5.1% | +2.5% |
| 30D | +2.8% | +13.6% | -10.8% | +1.6% |
| 3M | -4.6% | +4.2% | -8.9% | -5.1% |
| 6M | +5.7% | -8.2% | +13.9% | +7.1% |
| YTD | +19.9% | -24.1% | +44.0% | +23.1% |
| 1Y | +24.2% | -31.2% | +55.4% | +34.0% |
| All | +24.2% | -27.6% | +51.8% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling