+120.6%
VLO vs LDOS
-27.6%
+148.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -5.8% |
| 7D | -6.0% | -2.8% | -3.1% | -5.9% |
| 30D | -12.9% | +13.6% | -26.5% | -13.9% |
| 3M | +18.3% | +4.2% | +14.1% | +17.8% |
| 6M | +46.4% | -8.2% | +54.6% | +52.0% |
| YTD | +127.7% | -24.1% | +151.8% | +136.5% |
| 1Y | +120.6% | -31.2% | +151.8% | +139.4% |
| All | +120.6% | -27.6% | +148.2% | +139.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling