+24.2%
VMC vs LDOS
+39.7%
-15.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -4.3% | -5.4% | +1.1% | -3.1% |
| 30D | -8.2% | +4.9% | -13.1% | -9.4% |
| 3M | -7.0% | +7.2% | -14.2% | -8.9% |
| 6M | -10.8% | -24.2% | +13.5% | -4.3% |
| YTD | -7.4% | -25.8% | +18.4% | 0.0% |
| 1Y | -9.5% | -24.7% | +15.2% | -2.6% |
| All | +24.2% | +39.7% | -15.5% | +18.9% |
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