+457.6%
LDOS vs VTEB
+28.5%
+429.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | -5.8% | +1.1% | -7.0% | -6.7% |
| 30D | +11.6% | +4.5% | +7.1% | +7.9% |
| 3M | -1.0% | -0.2% | -0.8% | -0.9% |
| 6M | +5.1% | -0.2% | +5.3% | +5.2% |
| YTD | -24.0% | +0.8% | -24.9% | -24.5% |
| 1Y | -30.3% | +1.3% | -31.6% | -31.0% |
| 3Y | +37.0% | +12.2% | +24.8% | +24.9% |
| 5Y | +53.4% | +3.8% | +49.6% | +49.6% |
| 10Y | +252.0% | +23.1% | +228.8% | +301.7% |
| All | +457.6% | +28.5% | +429.1% | +629.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling