+221.4%
LDOS vs VCLT
+21.5%
+199.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.6% | -2.3% | +0.6% | -0.9% |
| 30D | +8.2% | +0.8% | +7.5% | +8.0% |
| 3M | -8.2% | -2.7% | -5.5% | -7.4% |
| 6M | +5.8% | -4.3% | +10.1% | +7.2% |
| YTD | -27.0% | -4.3% | -22.7% | -26.0% |
| 1Y | -31.0% | -4.4% | -26.6% | -30.1% |
| 3Y | +29.3% | +13.8% | +15.5% | +24.3% |
| 5Y | +48.7% | -17.0% | +65.7% | +58.1% |
| All | +221.4% | +21.5% | +199.9% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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