+36.2%
VWO vs LDOS
+41.1%
-4.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | -0.1% |
| 7D | +0.9% | -7.1% | +8.0% | +1.5% |
| 30D | +1.3% | -6.1% | +7.3% | +1.8% |
| 3M | +5.1% | +5.6% | -0.5% | +4.4% |
| 6M | +12.5% | -26.9% | +39.5% | +15.9% |
| YTD | +14.0% | -27.9% | +42.0% | +17.2% |
| 1Y | +19.7% | -26.8% | +46.5% | +22.8% |
| 3Y | +66.8% | +39.6% | +27.2% | +55.4% |
| 5Y | +36.2% | +39.4% | -3.2% | +25.2% |
| All | +36.2% | +41.1% | -4.9% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling