-39.3%
VG vs LDOS
-9.8%
-29.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +1.7% | -5.4% | +7.1% | +4.1% |
| 30D | +16.0% | +4.9% | +11.1% | +13.3% |
| 3M | +9.7% | +7.2% | +2.5% | +6.6% |
| 6M | +29.6% | -24.2% | +53.8% | +53.2% |
| YTD | +112.0% | -25.8% | +137.8% | +151.0% |
| 1Y | +12.8% | -24.7% | +37.5% | +33.7% |
| All | -39.3% | -9.8% | -29.6% | -42.9% |
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