+134.8%
VXUS vs LDOS
+248.5%
-113.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.7% |
| 7D | -1.8% | -7.2% | +5.4% | -0.1% |
| 30D | -4.6% | +16.8% | -21.4% | -8.1% |
| 3M | -6.1% | -1.6% | -4.5% | -6.1% |
| 6M | -4.9% | -1.0% | -3.9% | -5.4% |
| YTD | +8.1% | -25.8% | +33.8% | +14.5% |
| 1Y | +12.1% | -31.1% | +43.2% | +21.1% |
| 3Y | +63.9% | +32.8% | +31.1% | +42.9% |
| 5Y | +43.1% | +49.4% | -6.3% | +17.9% |
| All | +134.8% | +248.5% | -113.7% | +66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling