-26.8%
LDOS vs VSXY
+199.4%
-226.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.9% | -6.7% | -3.1% |
| 7D | -7.1% | -6.8% | -0.4% | -6.9% |
| 30D | -6.1% | -20.4% | +14.3% | -5.1% |
| 3M | +5.6% | +2.9% | +2.7% | +5.3% |
| 6M | -26.9% | +67.9% | -94.8% | -29.7% |
| YTD | -27.9% | +44.9% | -72.8% | -29.4% |
| 1Y | -26.8% | +205.9% | -232.7% | -34.0% |
| All | -26.8% | +199.4% | -226.2% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling