+35.9%
LDOS vs VIG
+63.1%
-27.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +2.5% |
| 7D | -3.7% | -2.0% | -1.7% | -2.4% |
| 30D | +16.4% | +2.7% | +13.6% | +14.0% |
| 3M | +7.4% | +0.3% | +7.1% | +7.0% |
| 6M | -0.3% | +7.6% | -7.9% | -5.3% |
| YTD | -24.0% | +12.5% | -36.5% | -30.0% |
| 1Y | -29.6% | +14.8% | -44.4% | -36.0% |
| All | +35.9% | +63.1% | -27.2% | +2.0% |
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