+167.0%
IJR vs LDOS
+260.1%
-93.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | +0.4% |
| 7D | +0.9% | -7.1% | +8.1% | +3.8% |
| 30D | -3.1% | -6.1% | +2.9% | -0.9% |
| 3M | +4.4% | +5.6% | -1.2% | +1.2% |
| 6M | +16.1% | -26.9% | +43.0% | +30.2% |
| YTD | +20.6% | -27.9% | +48.5% | +34.7% |
| 1Y | +22.9% | -26.8% | +49.7% | +35.9% |
| 3Y | +55.2% | +39.6% | +15.6% | +23.5% |
| 5Y | +41.1% | +39.4% | +1.7% | +9.7% |
| 10Y | +167.0% | +260.0% | -93.0% | +39.8% |
| All | +167.0% | +260.1% | -93.2% | +39.8% |
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