+43.8%
LDOS vs VYM
+67.7%
-23.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | +4.9% | -0.5% | +5.4% | +5.3% |
| 3M | +7.2% | +3.0% | +4.2% | +5.2% |
| 6M | -24.2% | +8.2% | -32.5% | -28.1% |
| YTD | -25.8% | +15.8% | -41.6% | -32.8% |
| 1Y | -24.7% | +20.8% | -45.6% | -33.7% |
| All | +43.8% | +67.7% | -23.9% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling