+435.2%
LDOS vs VYM
+492.8%
-57.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 6M | -24.2% | +8.2% | -32.5% | -28.5% |
| YTD | -25.8% | +15.8% | -41.6% | -33.4% |
| 1Y | -24.7% | +20.8% | -45.6% | -34.4% |
| 3Y | +39.3% | +65.3% | -26.0% | -3.9% |
| 5Y | +43.3% | +76.6% | -33.3% | -6.0% |
| 10Y | +278.6% | +203.9% | +74.7% | +73.3% |
| All | +435.2% | +492.8% | -57.6% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling