+123.4%
VRT vs LDOS
-24.0%
+147.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.5% |
| 7D | +9.1% | -5.4% | +14.5% | +7.7% |
| 30D | +0.9% | +4.9% | -4.0% | +2.3% |
| 3M | -13.4% | +7.2% | -20.6% | -11.3% |
| 6M | +11.7% | -24.2% | +35.9% | +2.1% |
| YTD | +73.2% | -25.8% | +99.0% | +49.0% |
| 1Y | +123.4% | -24.7% | +148.1% | +78.4% |
| All | +123.4% | -24.0% | +147.5% | +78.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling