+124.3%
VTR vs LDOS
+262.7%
-138.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | 0.0% |
| 7D | +3.2% | -5.8% | +9.0% | +5.4% |
| 30D | +9.1% | +11.6% | -2.5% | +4.4% |
| 3M | -3.6% | -1.0% | -2.6% | -3.8% |
| 6M | +3.8% | +5.1% | -1.3% | +0.3% |
| YTD | +17.8% | -24.0% | +41.8% | +27.7% |
| 1Y | +20.5% | -30.3% | +50.8% | +35.5% |
| 3Y | +132.4% | +37.0% | +95.5% | +79.4% |
| 5Y | +99.9% | +53.4% | +46.5% | +40.4% |
| 10Y | +124.3% | +252.0% | -127.7% | +48.0% |
| All | +124.3% | +262.7% | -138.4% | +48.0% |
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