+37.1%
LDOS vs VIG
+67.1%
-30.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | +1.9% | +1.0% | +0.9% | +1.0% |
| 30D | +12.8% | +4.5% | +8.3% | +9.1% |
| 3M | -1.0% | +2.1% | -3.1% | -2.6% |
| 6M | +6.2% | +10.5% | -4.3% | -0.9% |
| YTD | -23.2% | +15.1% | -38.3% | -30.4% |
| 1Y | -29.5% | +16.9% | -46.4% | -36.8% |
| 3Y | +37.1% | +65.6% | -28.5% | +2.9% |
| All | +37.1% | +67.1% | -30.0% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling