+498.1%
LDOS vs ITOT
+692.1%
-194.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | +4.9% | 0.0% | +4.9% | +4.9% |
| 3M | +7.2% | +2.0% | +5.2% | +5.7% |
| 6M | -24.2% | +13.0% | -37.3% | -30.6% |
| YTD | -25.8% | +14.0% | -39.8% | -32.4% |
| 1Y | -24.7% | +19.9% | -44.6% | -33.8% |
| 3Y | +39.3% | +75.8% | -36.5% | -7.2% |
| 5Y | +43.3% | +73.8% | -30.5% | -5.7% |
| 10Y | +278.6% | +295.9% | -17.3% | +41.6% |
| All | +498.1% | +692.1% | -194.0% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling