+34.4%
LDOS vs VSXY
+96.5%
-62.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.4% |
| 7D | -7.2% | +11.8% | -19.0% | -7.5% |
| 30D | +16.8% | +25.9% | -9.1% | +16.0% |
| 3M | -1.6% | +15.5% | -17.1% | -2.1% |
| 6M | -1.0% | +109.7% | -110.7% | -3.6% |
| YTD | -25.8% | +99.5% | -125.2% | -27.7% |
| 1Y | -31.1% | +197.5% | -228.6% | -33.6% |
| 3Y | +32.8% | +453.3% | -420.5% | +24.5% |
| 5Y | +49.4% | +110.3% | -60.9% | +36.3% |
| All | +34.4% | +96.5% | -62.1% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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