+39.9%
VSH vs LDOS
+48.3%
-8.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | +14.3% | -1.6% | +16.0% | +14.6% |
| 30D | -7.9% | +8.2% | -16.1% | -9.6% |
| 3M | -19.9% | -8.2% | -11.7% | -18.9% |
| 6M | -30.5% | +5.8% | -36.4% | -31.8% |
| YTD | +85.7% | -27.0% | +112.6% | +100.7% |
| 1Y | +98.9% | -31.0% | +129.9% | +119.7% |
| 3Y | +32.1% | +29.3% | +2.8% | +16.5% |
| All | +39.9% | +48.3% | -8.4% | +16.9% |
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