-1.2%
VRSK vs LDOS
+54.3%
-55.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | +3.6% | +1.9% | +1.7% | +3.1% |
| 30D | +14.9% | +12.8% | +2.1% | +11.8% |
| 3M | +12.9% | -1.0% | +13.9% | +13.0% |
| 6M | +19.3% | +6.2% | +13.2% | +17.1% |
| YTD | -8.1% | -23.2% | +15.2% | -4.3% |
| 1Y | -3.2% | -29.5% | +26.3% | +2.6% |
| 3Y | -12.3% | +37.1% | -49.4% | -23.1% |
| 5Y | -1.2% | +55.6% | -56.8% | -13.7% |
| All | -1.2% | +54.3% | -55.4% | -13.7% |
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 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