-67.2%
VFC vs LDOS
+51.2%
-118.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +1.9% |
| 7D | +7.7% | -5.8% | +13.5% | +9.6% |
| 30D | +39.2% | +11.6% | +27.6% | +34.0% |
| 3M | +40.3% | -1.0% | +41.3% | +40.1% |
| 6M | +11.4% | +5.1% | +6.3% | +8.8% |
| YTD | +17.5% | -24.0% | +41.6% | +26.3% |
| 1Y | +45.9% | -30.3% | +76.1% | +61.3% |
| 3Y | +47.3% | +37.0% | +10.4% | +31.5% |
| 5Y | -67.2% | +53.4% | -120.6% | -72.2% |
| All | -67.2% | +51.2% | -118.4% | -72.2% |
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