+22.9%
IJR vs LDOS
-26.7%
+49.6%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.4% |
| 7D | +0.9% | -7.1% | +8.1% | +1.8% |
| 30D | -3.1% | -6.1% | +2.9% | -2.5% |
| 3M | +4.4% | +5.6% | -1.2% | +3.9% |
| 6M | +16.1% | -26.9% | +43.0% | +22.2% |
| YTD | +20.6% | -27.9% | +48.5% | +25.7% |
| 1Y | +22.9% | -26.8% | +49.7% | +24.9% |
| All | +22.9% | -26.7% | +49.6% | +24.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling