+275.4%
LDOS vs VIG
+241.0%
+34.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.9% |
| 7D | -5.4% | -0.4% | -5.0% | -5.1% |
| 30D | +4.9% | -1.0% | +5.9% | +5.8% |
| 3M | +7.2% | +2.8% | +4.4% | +4.7% |
| 6M | -24.2% | +8.2% | -32.4% | -29.6% |
| YTD | -25.8% | +11.0% | -36.8% | -32.7% |
| 1Y | -24.7% | +16.1% | -40.9% | -34.5% |
| 3Y | +39.3% | +56.2% | -16.9% | -9.0% |
| 5Y | +43.3% | +63.0% | -19.7% | -11.5% |
| All | +275.4% | +241.0% | +34.4% | +7.2% |
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