+95.9%
VCIT vs LDOS
+509.5%
-413.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | +0.4% | -2.8% | +3.2% | +0.5% |
| 30D | +2.2% | +13.6% | -11.4% | +2.0% |
| 3M | -1.8% | +4.2% | -6.1% | -1.9% |
| 6M | -1.6% | -8.2% | +6.6% | -1.6% |
| YTD | -1.7% | -24.1% | +22.4% | -1.5% |
| 1Y | -0.8% | -31.2% | +30.4% | -0.5% |
| 3Y | +19.3% | +35.0% | -15.7% | +18.7% |
| 5Y | +3.5% | +52.6% | -49.1% | +2.8% |
| 10Y | +28.6% | +261.9% | -233.3% | +29.2% |
| All | +95.9% | +509.5% | -413.6% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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