+128.4%
VRSK vs LDOS
+258.9%
-130.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | -5.4% | -4.2% | -1.2% | -4.0% |
| 30D | -1.8% | -7.9% | +6.1% | +0.9% |
| 3M | -2.2% | +4.1% | -6.3% | -4.0% |
| 6M | -14.9% | -28.2% | +13.3% | -5.6% |
| YTD | -20.0% | -28.5% | +8.5% | -11.9% |
| 1Y | -33.1% | -27.7% | -5.5% | -26.9% |
| 3Y | -25.6% | +38.4% | -64.0% | -38.6% |
| 5Y | -10.1% | +38.0% | -48.1% | -27.3% |
| 10Y | +128.4% | +262.1% | -133.6% | +38.6% |
| All | +128.4% | +258.9% | -130.5% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling