+262.1%
LDOS vs VYM
+202.0%
+60.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.4% |
| 7D | -4.2% | -1.0% | -3.2% | -3.4% |
| 30D | -7.9% | -2.0% | -5.8% | -6.2% |
| 3M | +4.1% | +3.1% | +1.0% | +1.5% |
| 6M | -28.2% | +8.9% | -37.1% | -33.5% |
| YTD | -28.5% | +14.7% | -43.3% | -36.9% |
| 1Y | -27.7% | +19.4% | -47.1% | -38.4% |
| 3Y | +38.4% | +65.4% | -27.0% | -13.6% |
| 5Y | +38.0% | +77.6% | -39.6% | -20.2% |
| 10Y | +262.1% | +207.8% | +54.3% | +19.0% |
| All | +262.1% | +202.0% | +60.0% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling