+57.5%
VWO vs LDOS
+35.8%
+21.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +2.3% |
| 7D | +1.6% | -5.8% | +7.5% | +1.9% |
| 30D | -5.3% | +11.6% | -16.8% | -5.8% |
| 3M | -6.2% | -1.0% | -5.2% | -6.2% |
| 6M | -6.2% | +5.1% | -11.3% | -6.5% |
| YTD | +5.6% | -24.0% | +29.7% | +7.5% |
| 1Y | +6.2% | -30.3% | +36.4% | +8.9% |
| 3Y | +57.5% | +37.0% | +20.6% | +49.4% |
| All | +57.5% | +35.8% | +21.7% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling