+66.5%
VSH vs LDOS
+43.9%
+22.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.3% |
| 7D | +4.1% | -5.4% | +9.5% | +5.3% |
| 30D | -4.2% | +4.9% | -9.0% | -5.5% |
| 3M | -50.0% | +7.2% | -57.2% | -50.7% |
| 6M | +80.2% | -24.2% | +104.4% | +95.9% |
| YTD | +121.1% | -25.8% | +146.9% | +139.4% |
| 1Y | +112.0% | -24.7% | +136.7% | +128.8% |
| 3Y | +22.5% | +39.3% | -16.8% | +6.3% |
| All | +66.5% | +43.9% | +22.6% | +39.2% |
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