-31.0%
LDOS vs VCLT
-4.7%
-26.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -1.6% | -2.3% | +0.6% | -0.2% |
| 30D | +8.2% | +0.8% | +7.5% | +7.8% |
| 3M | -8.2% | -2.7% | -5.5% | -7.2% |
| 6M | +5.8% | -4.3% | +10.1% | +7.4% |
| YTD | -27.0% | -4.3% | -22.7% | -25.6% |
| 1Y | -31.0% | -4.4% | -26.6% | -29.6% |
| All | -31.0% | -4.7% | -26.3% | -29.6% |
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