+249.4%
LDOS vs VCLT
+20.7%
+228.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.4% |
| 7D | +1.9% | +0.2% | +1.6% | +1.8% |
| 30D | +12.8% | +2.3% | +10.5% | +12.1% |
| 3M | -1.0% | -1.1% | 0.0% | -0.7% |
| 6M | +6.2% | -4.2% | +10.4% | +7.5% |
| YTD | -23.2% | -3.4% | -19.8% | -22.5% |
| 1Y | -29.5% | -3.8% | -25.7% | -28.7% |
| 3Y | +37.1% | +14.7% | +22.3% | +31.4% |
| 5Y | +55.6% | -16.7% | +72.3% | +65.2% |
| 10Y | +249.4% | +20.5% | +228.9% | +258.3% |
| All | +249.4% | +20.7% | +228.8% | +258.3% |
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