+232.8%
VT vs LDOS
+257.0%
-24.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | -0.3% | -2.8% | +2.5% | +0.4% |
| 30D | -1.4% | +13.6% | -15.0% | -5.1% |
| 3M | -1.4% | +4.2% | -5.6% | -3.1% |
| 6M | +5.5% | -8.2% | +13.7% | +7.0% |
| YTD | +12.8% | -24.1% | +36.9% | +20.2% |
| 1Y | +15.4% | -31.2% | +46.6% | +26.9% |
| 3Y | +76.9% | +35.0% | +41.9% | +50.1% |
| 5Y | +60.4% | +52.6% | +7.8% | +27.4% |
| 10Y | +232.8% | +261.9% | -29.1% | +113.7% |
| All | +232.8% | +257.0% | -24.2% | +113.7% |
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