+230.7%
VTV vs LDOS
+262.7%
-32.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.4% | +1.2% |
| 7D | -0.5% | -5.8% | +5.3% | +1.3% |
| 30D | +3.1% | +11.6% | -8.5% | -0.6% |
| 3M | +1.8% | -1.0% | +2.8% | +1.7% |
| 6M | +10.9% | +5.1% | +5.8% | +8.0% |
| YTD | +20.9% | -24.0% | +44.9% | +29.7% |
| 1Y | +24.6% | -30.3% | +54.9% | +37.9% |
| 3Y | +78.6% | +37.0% | +41.6% | +47.8% |
| 5Y | +76.4% | +53.4% | +23.1% | +36.4% |
| 10Y | +230.7% | +252.0% | -21.3% | +102.3% |
| All | +230.7% | +262.7% | -32.0% | +102.3% |
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