-31.1%
LDOS vs VEU
+12.3%
-43.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -7.2% | -1.6% | -5.6% | -7.2% |
| 30D | +16.8% | -4.3% | +21.2% | +16.8% |
| 3M | -1.6% | -5.8% | +4.3% | -1.7% |
| 6M | -1.0% | -4.4% | +3.4% | -1.1% |
| YTD | -25.8% | +8.7% | -34.4% | -32.4% |
| 1Y | -31.1% | +12.6% | -43.7% | -38.9% |
| All | -31.1% | +12.3% | -43.3% | -38.9% |
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