+205.7%
VWO vs LDOS
+494.7%
-289.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +1.1% | -5.4% | +6.5% | +3.0% |
| 30D | +2.4% | +4.9% | -2.5% | +0.4% |
| 3M | +2.0% | +7.2% | -5.2% | -1.4% |
| 6M | +10.7% | -24.2% | +34.9% | +20.6% |
| YTD | +14.4% | -25.8% | +40.2% | +24.4% |
| 1Y | +22.7% | -24.7% | +47.4% | +32.3% |
| 3Y | +64.2% | +39.3% | +24.9% | +34.5% |
| 5Y | +35.8% | +43.3% | -7.6% | +6.5% |
| 10Y | +114.7% | +278.6% | -163.9% | -0.8% |
| All | +205.7% | +494.7% | -289.0% | +1.7% |
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