+154.6%
VSH vs LDOS
+509.1%
-354.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | +0.1% | -14.9% | -14.8% |
| 7D | -25.2% | -3.7% | -21.5% | -24.2% |
| 30D | -41.8% | +16.4% | -58.2% | -46.7% |
| 3M | -33.4% | +7.4% | -40.8% | -37.3% |
| 6M | -31.0% | -0.3% | -30.7% | -33.5% |
| YTD | +53.6% | -24.0% | +77.6% | +67.0% |
| 1Y | +46.3% | -29.6% | +75.9% | +66.0% |
| 3Y | -1.0% | +35.1% | -36.1% | -24.3% |
| 5Y | +18.6% | +52.9% | -34.3% | -18.6% |
| 10Y | +91.7% | +262.2% | -170.5% | -23.6% |
| All | +154.6% | +509.1% | -354.4% | -35.2% |
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 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