+173.1%
VSH vs LDOS
+278.0%
-105.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.2% |
| 7D | +4.1% | -5.4% | +9.5% | +6.5% |
| 30D | -4.2% | +4.9% | -9.0% | -6.6% |
| 3M | -50.0% | +7.2% | -57.2% | -52.0% |
| 6M | +80.2% | -24.2% | +104.4% | +101.4% |
| YTD | +121.1% | -25.8% | +146.9% | +146.1% |
| 1Y | +112.0% | -24.7% | +136.7% | +134.3% |
| 3Y | +22.5% | +39.3% | -16.8% | -5.4% |
| 5Y | +64.0% | +43.3% | +20.7% | +20.4% |
| All | +173.1% | +278.0% | -105.0% | +25.0% |
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