-48.2%
VTRS vs LDOS
+258.9%
-307.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -3.5% | -4.2% | +0.8% | -2.3% |
| 30D | +2.1% | -7.9% | +10.0% | +4.2% |
| 3M | +2.6% | +4.1% | -1.5% | +0.7% |
| 6M | +17.8% | -28.2% | +46.0% | +28.2% |
| YTD | +35.7% | -28.5% | +64.2% | +46.7% |
| 1Y | +63.5% | -27.7% | +91.2% | +75.9% |
| 3Y | +85.1% | +38.4% | +46.7% | +56.6% |
| 5Y | +42.5% | +38.0% | +4.5% | +17.8% |
| 10Y | -48.2% | +262.1% | -310.3% | -62.9% |
| All | -48.2% | +258.9% | -307.1% | -62.9% |
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