+85.4%
VTR vs LDOS
+274.0%
-188.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -1.7% | -5.4% | +3.7% | +0.4% |
| 30D | -2.4% | +4.9% | -7.3% | -4.6% |
| 3M | +14.8% | +7.2% | +7.6% | +10.7% |
| 6M | +5.3% | -24.2% | +29.6% | +16.2% |
| YTD | +18.1% | -25.8% | +43.9% | +29.6% |
| 1Y | +36.7% | -24.7% | +61.4% | +48.4% |
| 3Y | +130.1% | +39.3% | +90.8% | +76.8% |
| 5Y | +89.5% | +43.3% | +46.2% | +38.9% |
| All | +85.4% | +274.0% | -188.6% | +23.1% |
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