+55.4%
LDOS vs VLTO
+56.3%
-0.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +1.9% | +1.6% | +0.2% | +1.3% |
| 30D | +12.8% | +22.0% | -9.2% | +5.5% |
| 3M | -1.0% | +21.9% | -22.9% | -7.4% |
| 6M | +6.2% | +36.5% | -30.3% | -4.1% |
| YTD | -23.2% | +19.0% | -42.2% | -27.9% |
| 1Y | -29.5% | +21.0% | -50.5% | -34.2% |
| 3Y | +37.1% | +69.9% | -32.8% | +23.9% |
| All | +55.4% | +56.3% | -0.9% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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