+193.5%
VNQ vs LDOS
+494.7%
-301.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.3% | -5.4% | +4.2% | +0.8% |
| 30D | -2.9% | +4.9% | -7.8% | -5.0% |
| 3M | +0.8% | +7.2% | -6.4% | -2.7% |
| 6M | +2.5% | -24.2% | +26.7% | +12.4% |
| YTD | +10.6% | -25.8% | +36.4% | +21.1% |
| 1Y | +9.1% | -24.7% | +33.8% | +18.4% |
| 3Y | +31.0% | +39.3% | -8.2% | +6.8% |
| 5Y | +4.9% | +43.3% | -38.4% | -17.3% |
| 10Y | +59.5% | +278.6% | -219.1% | -19.1% |
| All | +193.5% | +494.7% | -301.2% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling