+258.8%
LDOS vs VT
+214.8%
+44.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +3.1% |
| 7D | -3.7% | -4.2% | +0.5% | -0.8% |
| 30D | +16.4% | -5.8% | +22.2% | +21.3% |
| 3M | +7.4% | -5.2% | +12.7% | +11.3% |
| 6M | -0.3% | +0.1% | -0.5% | -1.2% |
| YTD | -24.0% | +8.2% | -32.3% | -29.4% |
| 1Y | -29.6% | +10.1% | -39.7% | -35.4% |
| 3Y | +35.1% | +69.7% | -34.5% | -13.2% |
| 5Y | +52.9% | +53.4% | -0.5% | +5.7% |
| All | +258.8% | +214.8% | +44.0% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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