+45.2%
LDOS vs VIG
+63.1%
-17.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -5.4% | -0.4% | -5.0% | -5.1% |
| 30D | +4.9% | -1.0% | +5.9% | +5.6% |
| 3M | +7.2% | +2.8% | +4.4% | +5.3% |
| 6M | -24.2% | +8.2% | -32.4% | -28.3% |
| YTD | -25.8% | +11.0% | -36.8% | -31.0% |
| 1Y | -24.7% | +16.1% | -40.9% | -32.1% |
| 3Y | +39.3% | +56.2% | -16.9% | +2.5% |
| All | +45.2% | +63.1% | -17.9% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling