+1,216.9%
VST vs LDOS
+264.5%
+952.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | +8.9% | -5.4% | +14.3% | +11.0% |
| 30D | +6.2% | +4.9% | +1.3% | +4.1% |
| 3M | -2.7% | +7.2% | -9.9% | -6.4% |
| 6M | -8.4% | -24.2% | +15.9% | +0.8% |
| YTD | -7.2% | -25.8% | +18.6% | +1.9% |
| 1Y | -20.9% | -24.7% | +3.8% | -14.0% |
| 3Y | +384.0% | +39.3% | +344.7% | +293.2% |
| 5Y | +757.1% | +43.3% | +713.8% | +575.7% |
| All | +1,216.9% | +264.5% | +952.3% | +749.5% |
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