+505.5%
LDOS vs VEU
+192.1%
+313.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | -5.4% | +1.1% | -6.6% | -6.0% |
| 30D | +4.9% | +2.2% | +2.7% | +3.7% |
| 3M | +7.2% | +3.0% | +4.2% | +5.2% |
| 6M | -24.2% | +10.9% | -35.1% | -28.8% |
| YTD | -25.8% | +18.2% | -44.0% | -32.7% |
| 1Y | -24.7% | +28.3% | -53.0% | -34.6% |
| 3Y | +39.3% | +74.6% | -35.3% | +1.9% |
| 5Y | +43.3% | +56.4% | -13.1% | +9.9% |
| 10Y | +278.6% | +153.0% | +125.6% | +126.5% |
| All | +505.5% | +192.1% | +313.3% | +244.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling