+494.6%
VRTX vs LDOS
+241.3%
+253.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.5% |
| 7D | -0.4% | -1.3% | +1.0% | 0.0% |
| 30D | +7.9% | +10.1% | -2.2% | +5.2% |
| 3M | +3.3% | -4.7% | +7.9% | +4.3% |
| 6M | +25.7% | +5.6% | +20.1% | +23.0% |
| YTD | +20.7% | -25.1% | +45.8% | +28.6% |
| 1Y | +27.4% | -31.7% | +59.1% | +39.5% |
| 3Y | +46.4% | +33.7% | +12.7% | +24.2% |
| 5Y | +194.3% | +54.4% | +139.9% | +132.1% |
| 10Y | +494.6% | +236.4% | +258.2% | +234.0% |
| All | +494.6% | +241.3% | +253.3% | +234.0% |
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 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