+1,215.0%
VLO vs LDOS
+509.1%
+705.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | -8.7% | -3.7% | -5.0% | -7.3% |
| 30D | -16.2% | +16.4% | -32.6% | -22.4% |
| 3M | +16.2% | +7.4% | +8.7% | +11.0% |
| 6M | +39.8% | -0.3% | +40.1% | +36.9% |
| YTD | +119.0% | -24.0% | +143.0% | +141.1% |
| 1Y | +110.8% | -29.6% | +140.4% | +141.0% |
| 3Y | +201.7% | +35.1% | +166.6% | +133.6% |
| 5Y | +426.2% | +52.9% | +373.3% | +268.8% |
| 10Y | +790.3% | +262.2% | +528.1% | +302.9% |
| All | +1,215.0% | +509.1% | +705.9% | +313.5% |
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 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