+768.4%
VLO vs LDOS
+248.5%
+520.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.3% |
| 7D | -13.3% | -7.2% | -6.1% | -10.6% |
| 30D | -18.3% | +16.8% | -35.2% | -24.2% |
| 3M | +14.3% | -1.6% | +15.9% | +14.1% |
| 6M | +47.6% | -1.0% | +48.6% | +45.5% |
| YTD | +116.0% | -25.8% | +141.7% | +141.1% |
| 1Y | +101.0% | -31.1% | +132.1% | +132.9% |
| 3Y | +199.0% | +32.8% | +166.2% | +125.5% |
| 5Y | +419.0% | +49.4% | +369.7% | +248.7% |
| All | +768.4% | +248.5% | +520.0% | +290.0% |
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