-11.5%
VRSK vs LDOS
+39.4%
-50.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -7.7% | -2.1% | -5.6% | -7.3% |
| 30D | -2.8% | -8.0% | +5.2% | -1.1% |
| 3M | -3.7% | +6.8% | -10.5% | -5.3% |
| 6M | -12.8% | -24.5% | +11.7% | -8.2% |
| YTD | -21.0% | -27.8% | +6.8% | -16.6% |
| 1Y | -32.5% | -27.4% | -5.0% | -28.9% |
| 3Y | -26.5% | +39.9% | -66.4% | -35.6% |
| 5Y | -11.5% | +42.1% | -53.6% | -22.6% |
| All | -11.5% | +39.4% | -50.9% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling