+160.8%
VEA vs LDOS
+274.0%
-113.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +1.0% | -5.4% | +6.4% | +2.3% |
| 30D | +1.9% | +4.9% | -2.9% | +0.6% |
| 3M | +3.2% | +7.2% | -4.0% | +0.9% |
| 6M | +10.2% | -24.2% | +34.5% | +17.6% |
| YTD | +18.9% | -25.8% | +44.7% | +26.7% |
| 1Y | +29.3% | -24.7% | +54.0% | +37.0% |
| 3Y | +76.8% | +39.3% | +37.5% | +51.2% |
| 5Y | +61.2% | +43.3% | +17.9% | +34.0% |
| All | +160.8% | +274.0% | -113.2% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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