+249.3%
VST vs LDOS
+35.2%
+214.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.7% | -14.5% | -13.9% |
| 7D | -15.7% | -2.8% | -12.9% | -15.5% |
| 30D | -17.0% | +13.6% | -30.6% | -18.7% |
| 3M | -15.9% | +4.2% | -20.1% | -16.6% |
| 6M | -25.0% | -8.2% | -16.8% | -22.3% |
| YTD | -25.1% | -24.1% | -1.0% | -18.3% |
| 1Y | -34.9% | -31.2% | -3.6% | -26.2% |
| All | +249.3% | +35.2% | +214.0% | +151.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling