+262.1%
LDOS vs ITOT
+293.9%
-31.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.5% |
| 7D | -4.2% | -0.4% | -3.9% | -4.0% |
| 30D | -7.9% | -1.6% | -6.3% | -6.8% |
| 3M | +4.1% | +3.5% | +0.6% | +1.4% |
| 6M | -28.2% | +13.1% | -41.3% | -34.8% |
| YTD | -28.5% | +12.7% | -41.3% | -34.9% |
| 1Y | -27.7% | +18.3% | -46.0% | -36.5% |
| 3Y | +38.4% | +76.4% | -38.0% | -12.4% |
| 5Y | +38.0% | +73.8% | -35.8% | -13.5% |
| 10Y | +262.1% | +301.2% | -39.2% | +0.5% |
| All | +262.1% | +293.9% | -31.8% | +0.5% |
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