+260.0%
LDOS vs VTEB
+18.8%
+241.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.8% |
| 7D | -7.1% | -0.2% | -6.9% | -7.0% |
| 30D | -6.1% | -1.6% | -4.5% | -4.8% |
| 3M | +5.6% | -2.0% | +7.6% | +7.4% |
| 6M | -26.9% | -1.7% | -25.2% | -25.9% |
| YTD | -27.9% | -0.6% | -27.3% | -27.6% |
| 1Y | -26.8% | +1.8% | -28.6% | -27.9% |
| 3Y | +39.6% | +9.6% | +30.0% | +28.5% |
| 5Y | +39.4% | +2.1% | +37.3% | +37.7% |
| 10Y | +260.0% | +18.9% | +241.0% | +306.3% |
| All | +260.0% | +18.8% | +241.2% | +306.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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