+1,934.0%
VRT vs LDOS
+115.7%
+1,818.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | +10.5% | -1.6% | +12.1% | +11.0% |
| 30D | -9.3% | +8.2% | -17.6% | -12.0% |
| 3M | -29.6% | -8.2% | -21.4% | -28.4% |
| 6M | -45.4% | +5.8% | -51.2% | -47.3% |
| YTD | +24.8% | -27.0% | +51.8% | +33.5% |
| 1Y | +23.6% | -31.0% | +54.6% | +35.4% |
| 3Y | +379.7% | +29.3% | +350.4% | +295.2% |
| 5Y | +660.3% | +48.7% | +611.6% | +480.1% |
| All | +1,934.0% | +115.7% | +1,818.3% | +1,400.9% |
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