-31.0%
LDOS vs VEU
+12.4%
-43.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -1.6% | +2.1% | -3.7% | -1.6% |
| 30D | +8.2% | -0.9% | +9.2% | +8.2% |
| 3M | -8.2% | -5.4% | -2.8% | -8.2% |
| 6M | +5.8% | -1.8% | +7.6% | +5.6% |
| YTD | -27.0% | +10.9% | -37.9% | -34.2% |
| 1Y | -31.0% | +13.6% | -44.6% | -39.2% |
| All | -31.0% | +12.4% | -43.4% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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