+905.2%
VRT vs LDOS
+43.9%
+861.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.2% |
| 7D | +9.1% | -5.4% | +14.5% | +10.4% |
| 30D | +0.9% | +4.9% | -4.0% | -0.3% |
| 3M | -13.4% | +7.2% | -20.6% | -14.9% |
| 6M | +11.7% | -24.2% | +35.9% | +19.8% |
| YTD | +73.2% | -25.8% | +99.0% | +83.1% |
| 1Y | +123.4% | -24.7% | +148.1% | +134.0% |
| 3Y | +606.2% | +39.3% | +566.9% | +463.0% |
| All | +905.2% | +43.9% | +861.4% | +674.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling