+29.3%
LDOS vs VYM
+74.7%
-45.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.6% | +3.7% | -5.3% | -4.0% |
| 30D | +8.2% | +3.7% | +4.6% | +5.5% |
| 3M | -8.2% | -0.7% | -7.5% | -7.8% |
| 6M | +5.8% | +7.2% | -1.4% | +1.1% |
| YTD | -27.0% | +16.9% | -43.9% | -34.2% |
| 1Y | -31.0% | +19.6% | -50.6% | -38.7% |
| 3Y | +29.3% | +74.6% | -45.3% | -4.0% |
| All | +29.3% | +74.7% | -45.5% | -4.0% |
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 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