+266.6%
VSH vs LDOS
+494.7%
-228.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.2% |
| 7D | +4.1% | -5.4% | +9.5% | +6.9% |
| 30D | -4.2% | +4.9% | -9.0% | -7.0% |
| 3M | -50.0% | +7.2% | -57.2% | -52.5% |
| 6M | +80.2% | -24.2% | +104.4% | +102.7% |
| YTD | +121.1% | -25.8% | +146.9% | +147.6% |
| 1Y | +112.0% | -24.7% | +136.7% | +135.6% |
| 3Y | +22.5% | +39.3% | -16.8% | -6.8% |
| 5Y | +64.0% | +43.3% | +20.7% | +18.5% |
| 10Y | +170.4% | +278.6% | -108.2% | +6.5% |
| All | +266.6% | +494.7% | -228.2% | -3.9% |
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 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