+512.4%
LDOS vs VO
+509.2%
+3.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +2.3% |
| 7D | -3.7% | -3.3% | -0.4% | -1.7% |
| 30D | +16.4% | -1.8% | +18.2% | +17.7% |
| 3M | +7.4% | -3.4% | +10.8% | +9.6% |
| 6M | -0.3% | +3.0% | -3.3% | -2.4% |
| YTD | -24.0% | +10.7% | -34.7% | -29.0% |
| 1Y | -29.6% | +11.8% | -41.4% | -34.6% |
| 3Y | +35.1% | +60.4% | -25.3% | -0.8% |
| 5Y | +52.9% | +33.6% | +19.3% | +24.0% |
| 10Y | +262.2% | +202.0% | +60.3% | +77.9% |
| All | +512.4% | +509.2% | +3.3% | +134.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling