-67.6%
VFC vs LDOS
+52.0%
-119.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +10.9% | -3.7% | +14.6% | +12.0% |
| 30D | +40.6% | +16.4% | +24.2% | +33.5% |
| 3M | +34.4% | +7.4% | +27.0% | +30.5% |
| 6M | +12.3% | -0.3% | +12.6% | +11.5% |
| YTD | +14.4% | -24.0% | +38.4% | +22.9% |
| 1Y | +40.6% | -29.6% | +70.2% | +55.0% |
| 3Y | +40.1% | +35.1% | +5.0% | +25.6% |
| 5Y | -67.6% | +52.9% | -120.5% | -72.5% |
| All | -67.6% | +52.0% | -119.5% | -72.5% |
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 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