+1,969.0%
VRT vs LDOS
+124.2%
+1,844.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.7% | -13.6% | -13.1% |
| 7D | -15.4% | -2.8% | -12.6% | -14.9% |
| 30D | -19.0% | +13.6% | -32.5% | -22.4% |
| 3M | -23.8% | +4.2% | -28.1% | -25.6% |
| 6M | -37.9% | -8.2% | -29.7% | -37.0% |
| YTD | +27.0% | -24.1% | +51.1% | +34.4% |
| 1Y | +13.8% | -31.2% | +45.0% | +25.5% |
| 3Y | +410.3% | +35.0% | +375.3% | +315.4% |
| 5Y | +666.5% | +52.6% | +613.9% | +481.9% |
| All | +1,969.0% | +124.2% | +1,844.8% | +1,411.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling