+54.2%
IJR vs LDOS
+39.7%
+14.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -0.2% | -5.4% | +5.2% | +0.9% |
| 30D | -2.4% | +4.9% | -7.3% | -3.5% |
| 3M | +3.9% | +7.2% | -3.2% | +2.3% |
| 6M | +12.4% | -24.2% | +36.6% | +19.6% |
| YTD | +21.5% | -25.8% | +47.3% | +29.2% |
| 1Y | +24.0% | -24.7% | +48.7% | +31.2% |
| All | +54.2% | +39.7% | +14.4% | +35.2% |
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 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