-67.9%
VFC vs LDOS
+49.1%
-117.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.9% |
| 7D | +11.2% | -7.2% | +18.4% | +13.7% |
| 30D | +41.5% | +16.8% | +24.7% | +34.2% |
| 3M | +38.9% | -1.6% | +40.5% | +39.0% |
| 6M | +6.1% | -1.0% | +7.1% | +5.7% |
| YTD | +14.5% | -25.8% | +40.3% | +23.9% |
| 1Y | +46.0% | -31.1% | +77.0% | +61.9% |
| 3Y | +36.4% | +32.8% | +3.6% | +22.9% |
| All | -67.9% | +49.1% | -117.0% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling