-31.2%
LDOS vs VYM
+21.8%
-53.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | -0.4% |
| 7D | -2.8% | +1.2% | -4.0% | -3.8% |
| 30D | +13.6% | +5.2% | +8.4% | +8.8% |
| 3M | +4.2% | +0.5% | +3.7% | +3.8% |
| 6M | -8.2% | +7.7% | -15.9% | -13.0% |
| YTD | -24.1% | +17.2% | -41.3% | -33.9% |
| 1Y | -31.2% | +21.7% | -52.9% | -42.1% |
| All | -31.2% | +21.8% | -53.0% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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