+236.4%
LDOS vs VO
+202.1%
+34.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -3.4% |
| 7D | -1.3% | +0.2% | -1.5% | -1.6% |
| 30D | +10.1% | +2.0% | +8.1% | +8.3% |
| 3M | -4.7% | -0.3% | -4.4% | -4.6% |
| 6M | +5.6% | +7.3% | -1.7% | -0.1% |
| YTD | -25.1% | +15.0% | -40.1% | -32.9% |
| 1Y | -31.7% | +14.7% | -46.4% | -38.7% |
| 3Y | +33.7% | +67.3% | -33.6% | -11.1% |
| 5Y | +54.4% | +38.8% | +15.5% | +17.1% |
| 10Y | +236.4% | +201.6% | +34.9% | +23.0% |
| All | +236.4% | +202.1% | +34.3% | +23.0% |
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