-9.2%
VRSK vs LDOS
-27.6%
+18.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +4.2% | -2.8% | +7.0% | +5.0% |
| 30D | +21.2% | +13.6% | +7.6% | +17.7% |
| 3M | +2.9% | +4.2% | -1.3% | +1.8% |
| 6M | +11.3% | -8.2% | +19.5% | +10.0% |
| YTD | -10.8% | -24.1% | +13.2% | -12.6% |
| 1Y | -9.2% | -31.2% | +22.1% | -7.7% |
| All | -9.2% | -27.6% | +18.5% | -7.7% |
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