+142.2%
VXUS vs LDOS
+254.8%
-112.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +0.5% | +1.9% | -1.4% | +0.1% |
| 30D | -2.5% | +12.8% | -15.3% | -5.3% |
| 3M | -4.6% | -1.0% | -3.6% | -4.7% |
| 6M | -2.6% | +6.2% | -8.8% | -4.8% |
| YTD | +10.4% | -23.2% | +33.6% | +16.1% |
| 1Y | +12.9% | -29.5% | +42.3% | +21.4% |
| 3Y | +68.4% | +37.1% | +31.3% | +45.7% |
| 5Y | +47.7% | +55.6% | -8.0% | +20.2% |
| 10Y | +142.2% | +249.4% | -107.2% | +68.0% |
| All | +142.2% | +254.8% | -112.6% | +68.0% |
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