+413.0%
LDOS vs VT
+371.8%
+41.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.6% |
| 7D | -7.1% | +1.0% | -8.2% | -7.7% |
| 30D | -6.1% | -0.2% | -5.8% | -5.9% |
| 3M | +5.6% | +4.5% | +1.1% | +2.6% |
| 6M | -26.9% | +14.1% | -41.0% | -33.0% |
| YTD | -27.9% | +14.8% | -42.7% | -34.2% |
| 1Y | -26.8% | +21.2% | -48.0% | -35.4% |
| 3Y | +39.6% | +76.6% | -37.0% | -3.3% |
| 5Y | +39.4% | +66.6% | -27.2% | -1.1% |
| 10Y | +260.0% | +222.3% | +37.7% | +73.2% |
| All | +413.0% | +371.8% | +41.2% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling