+41.3%
LDOS vs VEU
+75.1%
-33.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -5.4% | +1.1% | -6.6% | -5.7% |
| 30D | +4.9% | +2.2% | +2.7% | +4.3% |
| 3M | +7.2% | +3.0% | +4.2% | +6.2% |
| 6M | -24.2% | +10.9% | -35.1% | -26.7% |
| YTD | -25.8% | +18.2% | -44.0% | -30.4% |
| 1Y | -24.7% | +28.3% | -53.0% | -31.7% |
| All | +41.3% | +75.1% | -33.9% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling