+252.0%
LDOS vs VYM
+208.3%
+43.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +0.3% |
| 7D | -5.8% | -0.7% | -5.1% | -5.3% |
| 30D | +11.6% | +2.5% | +9.1% | +9.1% |
| 3M | -1.0% | -1.2% | +0.2% | 0.0% |
| 6M | +5.1% | +5.9% | -0.9% | -0.2% |
| YTD | -24.0% | +15.4% | -39.4% | -33.4% |
| 1Y | -30.3% | +18.8% | -49.1% | -40.4% |
| 3Y | +37.0% | +73.8% | -36.9% | -18.4% |
| 5Y | +53.4% | +70.5% | -17.1% | -7.6% |
| 10Y | +252.0% | +203.2% | +48.8% | +22.9% |
| All | +252.0% | +208.3% | +43.6% | +22.9% |
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