+542.8%
VRT vs LDOS
+52.0%
+490.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.1% | -14.1% | -14.0% |
| 7D | -28.1% | -3.7% | -24.4% | -27.8% |
| 30D | -30.2% | +16.4% | -46.6% | -32.5% |
| 3M | -36.4% | +7.4% | -43.8% | -37.8% |
| 6M | -48.2% | -0.3% | -47.8% | -48.3% |
| YTD | +9.2% | -24.0% | +33.2% | +14.5% |
| 1Y | -7.2% | -29.6% | +22.3% | +0.5% |
| 3Y | +338.7% | +35.1% | +303.6% | +250.6% |
| 5Y | +542.8% | +52.9% | +489.9% | +395.1% |
| All | +542.8% | +52.0% | +490.9% | +395.1% |
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