+45.2%
LDOS vs VEU
+56.2%
-10.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -5.4% | +1.1% | -6.6% | -5.8% |
| 30D | +4.9% | +2.2% | +2.7% | +4.1% |
| 3M | +7.2% | +3.0% | +4.2% | +6.0% |
| 6M | -24.2% | +10.9% | -35.1% | -27.2% |
| YTD | -25.8% | +18.2% | -44.0% | -30.7% |
| 1Y | -24.7% | +28.3% | -53.0% | -31.9% |
| 3Y | +39.3% | +74.6% | -35.3% | +11.3% |
| All | +45.2% | +56.2% | -10.9% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling