+184.1%
VRTX vs LDOS
+43.9%
+140.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | +0.8% | -5.4% | +6.2% | +1.5% |
| 30D | +12.6% | +4.9% | +7.8% | +11.9% |
| 3M | +23.6% | +7.2% | +16.4% | +22.2% |
| 6M | +14.3% | -24.2% | +38.5% | +17.7% |
| YTD | +20.5% | -25.8% | +46.3% | +24.2% |
| 1Y | +37.6% | -24.7% | +62.3% | +41.5% |
| 3Y | +55.5% | +39.3% | +16.3% | +38.5% |
| All | +184.1% | +43.9% | +140.2% | +152.6% |
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