-32.7%
VTRS vs LDOS
+228.4%
-261.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.3% |
| 7D | +9.0% | -3.5% | +12.4% | +10.0% |
| 30D | +19.8% | +9.5% | +10.3% | +16.6% |
| 3M | +29.3% | -6.3% | +35.6% | +31.0% |
| 6M | +22.2% | +2.8% | +19.4% | +19.8% |
| YTD | +69.9% | -26.6% | +96.6% | +82.3% |
| 1Y | +94.4% | -31.3% | +125.7% | +112.8% |
| 3Y | +154.8% | +30.9% | +123.9% | +118.2% |
| 5Y | +80.8% | +49.4% | +31.4% | +43.4% |
| All | -32.7% | +228.4% | -261.0% | -58.3% |
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 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