+2,723.0%
VRT vs LDOS
+119.2%
+2,603.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.2% |
| 7D | +9.1% | -5.4% | +14.5% | +11.0% |
| 30D | +0.9% | +4.9% | -4.0% | -0.9% |
| 3M | -13.4% | +7.2% | -20.6% | -15.9% |
| 6M | +11.7% | -24.2% | +35.9% | +21.5% |
| YTD | +73.2% | -25.8% | +99.0% | +86.1% |
| 1Y | +123.4% | -24.7% | +148.1% | +137.9% |
| 3Y | +606.2% | +39.3% | +566.9% | +469.5% |
| 5Y | +899.9% | +43.3% | +856.6% | +681.4% |
| All | +2,723.0% | +119.2% | +2,603.9% | +1,991.4% |
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 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