+195.2%
VNQ vs LDOS
+495.0%
-299.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.3% |
| 7D | +1.9% | -7.2% | +9.1% | +4.7% |
| 30D | +7.9% | +16.8% | -8.9% | +1.6% |
| 3M | -1.5% | -1.6% | +0.1% | -1.5% |
| 6M | +0.3% | -1.0% | +1.3% | -0.7% |
| YTD | +11.3% | -25.8% | +37.0% | +21.3% |
| 1Y | +11.8% | -31.1% | +42.9% | +25.5% |
| 3Y | +40.8% | +32.8% | +8.0% | +16.8% |
| 5Y | +5.7% | +49.4% | -43.6% | -18.3% |
| 10Y | +80.9% | +253.9% | -173.0% | -5.8% |
| All | +195.2% | +495.0% | -299.8% | +11.9% |
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 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