+252.0%
LDOS vs ITOT
+298.5%
-46.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.1% | +0.5% |
| 7D | -5.8% | +0.2% | -6.0% | -6.1% |
| 30D | +11.6% | -3.0% | +14.6% | +13.8% |
| 3M | -1.0% | -2.7% | +1.7% | +0.7% |
| 6M | +5.1% | +2.6% | +2.4% | +2.6% |
| YTD | -24.0% | +11.5% | -35.5% | -30.5% |
| 1Y | -30.3% | +13.5% | -43.8% | -37.1% |
| 3Y | +37.0% | +79.7% | -42.8% | -14.9% |
| 5Y | +53.4% | +64.2% | -10.9% | +1.1% |
| 10Y | +252.0% | +290.2% | -38.2% | +1.6% |
| All | +252.0% | +298.5% | -46.5% | +1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling