+100.5%
VSH vs LDOS
+248.5%
-148.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +6.6% |
| 7D | -12.9% | -7.2% | -5.7% | -10.7% |
| 30D | -36.9% | +16.8% | -53.7% | -41.4% |
| 3M | -28.8% | -1.6% | -27.2% | -29.5% |
| 6M | -30.3% | -1.0% | -29.3% | -31.9% |
| YTD | +62.4% | -25.8% | +88.1% | +78.2% |
| 1Y | +62.5% | -31.1% | +93.6% | +85.4% |
| 3Y | +7.4% | +32.8% | -25.4% | -16.1% |
| 5Y | +25.4% | +49.4% | -24.0% | -11.5% |
| All | +100.5% | +248.5% | -148.0% | -3.5% |
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