+470.2%
VRTX vs LDOS
+278.0%
+192.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | +0.8% | -5.4% | +6.2% | +2.3% |
| 30D | +12.6% | +4.9% | +7.8% | +11.0% |
| 3M | +23.6% | +7.2% | +16.4% | +20.6% |
| 6M | +14.3% | -24.2% | +38.5% | +22.5% |
| YTD | +20.5% | -25.8% | +46.3% | +29.1% |
| 1Y | +37.6% | -24.7% | +62.3% | +46.5% |
| 3Y | +55.5% | +39.3% | +16.3% | +29.6% |
| 5Y | +175.7% | +43.3% | +132.4% | +123.0% |
| All | +470.2% | +278.0% | +192.2% | +183.8% |
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