+491.1%
IJR vs LDOS
+494.7%
-3.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -0.2% | -5.4% | +5.2% | +2.1% |
| 30D | -2.4% | +4.9% | -7.3% | -4.6% |
| 3M | +3.9% | +7.2% | -3.2% | 0.0% |
| 6M | +12.4% | -24.2% | +36.6% | +24.3% |
| YTD | +21.5% | -25.8% | +47.3% | +34.2% |
| 1Y | +24.0% | -24.7% | +48.7% | +35.8% |
| 3Y | +49.7% | +39.3% | +10.4% | +21.6% |
| 5Y | +39.7% | +43.3% | -3.6% | +9.6% |
| 10Y | +169.0% | +278.6% | -109.6% | +34.8% |
| All | +491.1% | +494.7% | -3.6% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling