+39.4%
LDOS vs VYM
+77.8%
-38.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.5% |
| 7D | -7.1% | +0.1% | -7.3% | -7.2% |
| 30D | -6.1% | -1.3% | -4.8% | -5.1% |
| 3M | +5.6% | +4.1% | +1.6% | +2.7% |
| 6M | -26.9% | +9.8% | -36.7% | -31.8% |
| YTD | -27.9% | +15.3% | -43.2% | -35.3% |
| 1Y | -26.8% | +20.0% | -46.8% | -36.2% |
| 3Y | +39.6% | +66.2% | -26.7% | -6.0% |
| 5Y | +39.4% | +77.5% | -38.2% | -12.7% |
| All | +39.4% | +77.8% | -38.5% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling