+962.7%
VST vs LDOS
+273.0%
+689.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.7% | -14.5% | -14.1% |
| 7D | -15.7% | -2.8% | -12.9% | -15.1% |
| 30D | -17.0% | +13.6% | -30.6% | -21.1% |
| 3M | -15.9% | +4.2% | -20.1% | -18.0% |
| 6M | -25.0% | -8.2% | -16.8% | -24.0% |
| YTD | -25.1% | -24.1% | -1.0% | -19.1% |
| 1Y | -34.9% | -31.2% | -3.6% | -26.6% |
| 3Y | +252.7% | +35.0% | +217.7% | +189.1% |
| 5Y | +582.3% | +52.6% | +529.7% | +420.5% |
| 10Y | +1,076.6% | +261.9% | +814.7% | +648.6% |
| All | +962.7% | +273.0% | +689.8% | +574.4% |
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