+1,401.1%
VRTX vs LDOS
+509.1%
+892.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +0.5% | -3.7% | +4.2% | +1.7% |
| 30D | +8.0% | +16.4% | -8.4% | +2.8% |
| 3M | +11.9% | +7.4% | +4.5% | +8.9% |
| 6M | +27.8% | -0.3% | +28.2% | +26.8% |
| YTD | +19.7% | -24.0% | +43.7% | +28.4% |
| 1Y | +30.1% | -29.6% | +59.7% | +43.2% |
| 3Y | +44.2% | +35.1% | +9.1% | +21.3% |
| 5Y | +181.3% | +52.9% | +128.4% | +121.1% |
| 10Y | +587.1% | +262.2% | +324.8% | +268.9% |
| All | +1,401.1% | +509.1% | +892.0% | +518.3% |
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