-0.5%
VMC vs LDOS
-31.2%
+30.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | +0.5% | -7.2% | +7.7% | +2.4% |
| 30D | +15.8% | +16.8% | -1.0% | +11.5% |
| 3M | +0.6% | -1.6% | +2.2% | +0.8% |
| 6M | -4.0% | -1.0% | -3.1% | -3.1% |
| YTD | -0.3% | -25.8% | +25.5% | +13.1% |
| 1Y | -0.5% | -31.1% | +30.6% | +15.8% |
| All | -0.5% | -31.2% | +30.7% | +15.8% |
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