-30.2%
LDOS vs ITOT
+12.4%
-42.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.1% | +1.5% |
| 7D | -5.8% | +0.2% | -6.0% | -6.0% |
| 30D | +11.6% | -3.0% | +14.6% | +12.6% |
| 3M | -1.0% | -2.7% | +1.7% | -0.2% |
| 6M | +5.1% | +2.6% | +2.4% | +3.7% |
| YTD | -24.0% | +11.5% | -35.5% | -28.3% |
| All | -30.2% | +12.4% | -42.6% | -34.3% |
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