+640.3%
VEEV vs LDOS
+402.5%
+237.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | -0.6% | -5.4% | +4.8% | +1.3% |
| 30D | +28.8% | +4.9% | +24.0% | +26.7% |
| 3M | +54.0% | +7.2% | +46.8% | +49.9% |
| 6M | +46.0% | -24.2% | +70.2% | +59.3% |
| YTD | +23.2% | -25.8% | +49.0% | +34.9% |
| 1Y | +1.9% | -24.7% | +26.6% | +10.8% |
| 3Y | +27.0% | +39.3% | -12.3% | +9.0% |
| 5Y | -13.4% | +43.3% | -56.7% | -27.8% |
| 10Y | +575.2% | +278.6% | +296.7% | +277.1% |
| All | +640.3% | +402.5% | +237.8% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling