+221.4%
LDOS vs VIG
+262.6%
-41.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -1.6% | +3.5% | -5.1% | -4.7% |
| 30D | +8.2% | +4.9% | +3.3% | +3.4% |
| 3M | -8.2% | +2.5% | -10.7% | -10.4% |
| 6M | +5.8% | +11.0% | -5.2% | -3.9% |
| YTD | -27.0% | +16.0% | -42.9% | -36.4% |
| 1Y | -31.0% | +17.5% | -48.5% | -40.6% |
| 3Y | +29.3% | +67.0% | -37.7% | -20.8% |
| 5Y | +48.7% | +64.8% | -16.1% | -8.7% |
| All | +221.4% | +262.6% | -41.2% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling