-49.4%
VG vs LDOS
-7.7%
-41.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +0.7% | -8.4% | -7.9% |
| 7D | -16.4% | -2.8% | -13.6% | -15.7% |
| 30D | -10.8% | +13.6% | -24.4% | -15.5% |
| 3M | -6.3% | +4.2% | -10.5% | -8.6% |
| 6M | -12.5% | -8.2% | -4.3% | -7.3% |
| YTD | +76.9% | -24.1% | +101.0% | +106.6% |
| 1Y | +51.8% | -31.2% | +83.0% | +87.6% |
| All | -49.4% | -7.7% | -41.7% | -53.0% |
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