-31.2%
LDOS vs VCLT
-3.2%
-28.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.1% |
| 7D | -2.8% | +0.4% | -3.2% | -3.1% |
| 30D | +13.6% | +3.9% | +9.6% | +11.1% |
| 3M | +4.2% | -1.9% | +6.2% | +4.8% |
| 6M | -8.2% | -2.6% | -5.6% | -7.7% |
| YTD | -24.1% | -3.1% | -21.0% | -23.3% |
| 1Y | -31.2% | -3.6% | -27.7% | -30.2% |
| All | -31.2% | -3.2% | -28.0% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling