+213.0%
VT vs LDOS
+256.7%
-43.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -4.2% | -3.7% | -0.5% | -3.3% |
| 30D | -5.8% | +16.4% | -22.2% | -9.9% |
| 3M | -5.2% | +7.4% | -12.7% | -7.7% |
| 6M | +0.1% | -0.3% | +0.5% | -0.7% |
| YTD | +8.2% | -24.0% | +32.3% | +15.3% |
| 1Y | +10.1% | -29.6% | +39.7% | +20.1% |
| 3Y | +69.7% | +35.1% | +34.5% | +43.9% |
| 5Y | +53.4% | +52.9% | +0.5% | +21.8% |
| All | +213.0% | +256.7% | -43.7% | +101.6% |
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