+699.4%
VRSK vs LDOS
+491.3%
+208.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.8% |
| 7D | -2.4% | -3.5% | +1.0% | -1.5% |
| 30D | +16.8% | +9.5% | +7.3% | +13.7% |
| 3M | +14.7% | -6.3% | +21.0% | +16.7% |
| 6M | +24.7% | +2.8% | +21.9% | +23.0% |
| YTD | -7.0% | -26.6% | +19.6% | +0.1% |
| 1Y | -2.1% | -31.3% | +29.2% | +7.4% |
| 3Y | -11.4% | +30.9% | -42.3% | -21.7% |
| 5Y | -1.2% | +49.4% | -50.6% | -17.5% |
| 10Y | +161.7% | +229.4% | -67.7% | +78.2% |
| All | +699.4% | +491.3% | +208.1% | +333.0% |
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