+498.3%
LDOS vs ITOT
+656.1%
-157.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.6% |
| 7D | -7.2% | -2.7% | -4.5% | -5.6% |
| 30D | +16.8% | -5.2% | +22.0% | +20.8% |
| 3M | -1.6% | -4.4% | +2.8% | +1.1% |
| 6M | -1.0% | +0.4% | -1.4% | -1.7% |
| YTD | -25.8% | +8.8% | -34.6% | -30.4% |
| 1Y | -31.1% | +11.0% | -42.1% | -36.3% |
| 3Y | +32.8% | +74.4% | -41.7% | -11.4% |
| 5Y | +49.4% | +60.0% | -10.7% | +4.0% |
| 10Y | +253.9% | +296.0% | -42.2% | +32.2% |
| All | +498.3% | +656.1% | -157.8% | +73.4% |
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