+34.3%
LDOS vs VSXY
+37.4%
-3.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.4% |
| 7D | -5.4% | -14.0% | +8.6% | -5.0% |
| 30D | +4.9% | -15.9% | +20.8% | +5.4% |
| 3M | +7.2% | +3.4% | +3.8% | +7.0% |
| 6M | -24.2% | +25.9% | -50.2% | -25.1% |
| YTD | -25.8% | +39.5% | -65.3% | -26.9% |
| 1Y | -24.7% | +194.4% | -219.1% | -27.4% |
| 3Y | +39.3% | +281.4% | -242.1% | +32.0% |
| 5Y | +43.3% | +12.8% | +30.5% | +25.1% |
| All | +34.3% | +37.4% | -3.1% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling