+36.2%
VFC vs LDOS
+35.4%
+0.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +10.9% | -3.7% | +14.6% | +12.1% |
| 30D | +40.6% | +16.4% | +24.2% | +32.8% |
| 3M | +34.4% | +7.4% | +27.0% | +30.1% |
| 6M | +12.3% | -0.3% | +12.6% | +11.6% |
| YTD | +14.4% | -24.0% | +38.4% | +23.9% |
| 1Y | +40.6% | -29.6% | +70.2% | +57.1% |
| All | +36.2% | +35.4% | +0.8% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling