+61.1%
IJR vs LDOS
+30.5%
+30.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.2% | -1.6% | +3.8% | +2.5% |
| 30D | +3.8% | +8.2% | -4.4% | +2.2% |
| 3M | -5.7% | -8.2% | +2.4% | -4.4% |
| 6M | +4.6% | +5.8% | -1.2% | +3.0% |
| YTD | +18.0% | -27.0% | +44.9% | +25.4% |
| 1Y | +21.8% | -31.0% | +52.8% | +31.5% |
| 3Y | +61.1% | +29.3% | +31.8% | +39.5% |
| All | +61.1% | +30.5% | +30.6% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling