+200.0%
VNQ vs LDOS
+508.8%
-308.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.8% |
| 7D | +2.4% | -5.8% | +8.2% | +4.5% |
| 30D | +7.3% | +11.6% | -4.2% | +2.9% |
| 3M | -0.3% | -1.0% | +0.7% | -0.5% |
| 6M | +2.5% | +5.1% | -2.6% | -0.8% |
| YTD | +13.1% | -24.0% | +37.1% | +22.2% |
| 1Y | +11.9% | -30.3% | +42.2% | +25.1% |
| 3Y | +46.2% | +37.0% | +9.2% | +19.8% |
| 5Y | +7.4% | +53.4% | -46.0% | -17.8% |
| 10Y | +82.5% | +252.0% | -169.5% | -4.6% |
| All | +200.0% | +508.8% | -308.8% | +12.8% |
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