+245.1%
VIK vs LDOS
-1.5%
+246.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.6% |
| 7D | -1.2% | -1.3% | +0.1% | -1.0% |
| 30D | +11.5% | +10.1% | +1.4% | +9.7% |
| 3M | -11.3% | -4.7% | -6.7% | -10.8% |
| 6M | +11.3% | +5.6% | +5.7% | +9.9% |
| YTD | +26.1% | -25.1% | +51.2% | +33.4% |
| 1Y | +50.0% | -31.7% | +81.7% | +62.7% |
| All | +245.1% | -1.5% | +246.6% | +237.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling