+512.4%
LDOS vs VIG
+596.1%
-83.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +2.8% |
| 7D | -3.7% | -2.0% | -1.7% | -2.2% |
| 30D | +16.4% | +2.7% | +13.6% | +13.8% |
| 3M | +7.4% | +0.3% | +7.1% | +7.0% |
| 6M | -0.3% | +7.6% | -7.9% | -6.0% |
| YTD | -24.0% | +12.5% | -36.5% | -31.0% |
| 1Y | -29.6% | +14.8% | -44.4% | -37.1% |
| 3Y | +35.1% | +63.2% | -28.1% | -9.8% |
| 5Y | +52.9% | +60.2% | -7.3% | +2.7% |
| 10Y | +262.2% | +262.8% | -0.6% | +30.4% |
| All | +512.4% | +596.1% | -83.6% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling