-47.5%
VFC vs LDOS
+254.8%
-302.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | +3.5% | +1.9% | +1.6% | +2.7% |
| 30D | +38.3% | +12.8% | +25.5% | +30.8% |
| 3M | +40.2% | -1.0% | +41.2% | +39.9% |
| 6M | +10.6% | +6.2% | +4.4% | +6.6% |
| YTD | +16.7% | -23.2% | +40.0% | +28.2% |
| 1Y | +45.0% | -29.5% | +74.5% | +65.6% |
| 3Y | +48.8% | +37.1% | +11.7% | +21.3% |
| 5Y | -67.6% | +55.6% | -123.2% | -76.1% |
| 10Y | -47.5% | +249.4% | -297.0% | -65.5% |
| All | -47.5% | +254.8% | -302.4% | -65.5% |
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