+90.3%
VTR vs LDOS
+39.4%
+50.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.0% |
| 7D | -1.8% | -2.1% | +0.3% | -1.5% |
| 30D | +4.0% | -8.0% | +12.1% | +5.4% |
| 3M | +7.8% | +6.8% | +1.0% | +6.1% |
| 6M | +6.4% | -24.5% | +30.8% | +11.4% |
| YTD | +18.3% | -27.8% | +46.1% | +24.2% |
| 1Y | +33.9% | -27.4% | +61.4% | +40.1% |
| 3Y | +134.3% | +39.9% | +94.4% | +95.9% |
| 5Y | +90.3% | +42.1% | +48.2% | +50.6% |
| All | +90.3% | +39.4% | +50.9% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling