+303.5%
VMC vs LDOS
+494.7%
-191.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -4.3% | -5.4% | +1.1% | -2.2% |
| 30D | -8.2% | +4.9% | -13.1% | -10.2% |
| 3M | -7.0% | +7.2% | -14.2% | -10.4% |
| 6M | -10.8% | -24.2% | +13.5% | -1.4% |
| YTD | -7.4% | -25.8% | +18.4% | +2.8% |
| 1Y | -9.5% | -24.7% | +15.2% | -0.3% |
| 3Y | +20.5% | +39.3% | -18.8% | -0.7% |
| 5Y | +51.6% | +43.3% | +8.3% | +20.9% |
| 10Y | +150.0% | +278.6% | -128.5% | +21.8% |
| All | +303.5% | +494.7% | -191.2% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling