+1,740.6%
VRT vs LDOS
+119.3%
+1,621.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.1% |
| 7D | -21.4% | -7.2% | -14.1% | -19.9% |
| 30D | -25.8% | +16.8% | -42.7% | -29.6% |
| 3M | -33.5% | -1.6% | -31.9% | -33.8% |
| 6M | -49.0% | -1.0% | -48.1% | -49.6% |
| YTD | +12.9% | -25.8% | +38.7% | +20.3% |
| 1Y | 0.0% | -31.1% | +31.1% | +9.9% |
| 3Y | +361.8% | +32.8% | +329.0% | +277.3% |
| 5Y | +565.1% | +49.4% | +515.8% | +407.8% |
| All | +1,740.6% | +119.3% | +1,621.4% | +1,252.4% |
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 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