+250.5%
LDOS vs VO
+196.6%
+54.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -7.2% | -2.6% | -4.7% | -5.5% |
| 30D | +16.8% | -0.9% | +17.8% | +17.6% |
| 3M | -1.6% | -3.0% | +1.4% | +0.6% |
| 6M | -1.0% | +2.2% | -3.2% | -2.8% |
| YTD | -25.8% | +10.6% | -36.3% | -31.5% |
| 1Y | -31.1% | +12.5% | -43.6% | -37.2% |
| 3Y | +32.8% | +61.4% | -28.6% | -9.3% |
| 5Y | +49.4% | +33.4% | +16.0% | +16.8% |
| All | +250.5% | +196.6% | +54.0% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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