+1,917.9%
VRT vs LDOS
+124.4%
+1,793.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.3% | +7.3% | +9.0% |
| 7D | -10.6% | -5.8% | -4.8% | -9.2% |
| 30D | -17.4% | +11.6% | -29.0% | -20.5% |
| 3M | -26.4% | -1.0% | -25.4% | -26.8% |
| 6M | -41.0% | +5.1% | -46.1% | -42.8% |
| YTD | +23.8% | -24.0% | +47.9% | +31.1% |
| 1Y | +11.6% | -30.3% | +41.9% | +22.5% |
| 3Y | +403.5% | +37.0% | +366.5% | +307.5% |
| 5Y | +647.0% | +53.4% | +593.7% | +466.1% |
| All | +1,917.9% | +124.4% | +1,793.5% | +1,373.6% |
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