+223.0%
VT vs LDOS
+278.0%
-55.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +0.4% | -5.4% | +5.9% | +2.0% |
| 30D | +1.0% | +4.9% | -3.9% | -0.6% |
| 3M | +2.4% | +7.2% | -4.8% | -0.3% |
| 6M | +12.0% | -24.2% | +36.3% | +20.6% |
| YTD | +15.3% | -25.8% | +41.1% | +24.1% |
| 1Y | +22.6% | -24.7% | +47.3% | +30.9% |
| 3Y | +74.7% | +39.3% | +35.4% | +46.8% |
| 5Y | +66.1% | +43.3% | +22.8% | +35.4% |
| All | +223.0% | +278.0% | -55.0% | +99.8% |
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