+158.0%
VEA vs LDOS
+262.7%
-104.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.4% |
| 7D | +0.4% | -5.8% | +6.2% | +1.8% |
| 30D | -0.7% | +11.6% | -12.2% | -3.4% |
| 3M | -3.9% | -1.0% | -2.9% | -4.0% |
| 6M | -0.6% | +5.1% | -5.6% | -2.6% |
| YTD | +12.9% | -24.0% | +37.0% | +19.4% |
| 1Y | +18.4% | -30.3% | +48.7% | +28.1% |
| 3Y | +75.3% | +37.0% | +38.3% | +50.6% |
| 5Y | +54.3% | +53.4% | +1.0% | +25.2% |
| 10Y | +158.0% | +252.0% | -93.9% | +79.0% |
| All | +158.0% | +262.7% | -104.6% | +79.0% |
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