-31.2%
LDOS vs ITOT
+14.7%
-45.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | +13.6% | -1.1% | +14.7% | +14.0% |
| 3M | +4.2% | -0.8% | +5.0% | +4.5% |
| 6M | -8.2% | +7.0% | -15.2% | -10.8% |
| YTD | -24.1% | +13.3% | -37.4% | -28.4% |
| 1Y | -31.2% | +14.8% | -46.0% | -35.6% |
| All | -31.2% | +14.7% | -45.9% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling