+996.4%
VST vs LDOS
+256.7%
+739.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.1% | -6.2% | -6.2% |
| 7D | -19.9% | -3.7% | -16.2% | -19.1% |
| 30D | -29.7% | +16.4% | -46.0% | -33.7% |
| 3M | -19.6% | +7.4% | -27.0% | -22.5% |
| 6M | -29.4% | -0.3% | -29.1% | -30.6% |
| YTD | -29.7% | -24.0% | -5.7% | -24.0% |
| 1Y | -40.0% | -29.6% | -10.5% | -33.1% |
| 3Y | +231.0% | +35.1% | +195.9% | +170.5% |
| 5Y | +500.1% | +52.9% | +447.2% | +355.5% |
| All | +996.4% | +256.7% | +739.7% | +626.6% |
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