-4.3%
VMC vs LDOS
-32.8%
+28.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.9% |
| 7D | -1.7% | -3.5% | +1.8% | -0.8% |
| 30D | +15.3% | +9.5% | +5.7% | +12.7% |
| 3M | +0.3% | -6.3% | +6.6% | +1.7% |
| 6M | +0.9% | +2.8% | -1.9% | +0.4% |
| YTD | -1.0% | -26.6% | +25.6% | +12.5% |
| 1Y | -4.3% | -31.3% | +27.0% | +12.0% |
| All | -4.3% | -32.8% | +28.5% | +12.0% |
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 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