-68.0%
VFC vs LDOS
+278.0%
-346.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.1% |
| 7D | -1.6% | -5.4% | +3.8% | +0.8% |
| 30D | -11.6% | +4.9% | -16.5% | -13.7% |
| 3M | -18.1% | +7.2% | -25.3% | -21.1% |
| 6M | -27.4% | -24.2% | -3.1% | -18.6% |
| YTD | -24.8% | -25.8% | +1.0% | -15.8% |
| 1Y | -8.2% | -24.7% | +16.5% | +1.9% |
| 3Y | -29.1% | +39.3% | -68.4% | -42.6% |
| 5Y | -79.2% | +43.3% | -122.5% | -83.8% |
| All | -68.0% | +278.0% | -346.0% | -80.8% |
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