+156.5%
VTRS vs LDOS
+35.8%
+120.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.7% |
| 7D | +9.7% | -5.8% | +15.6% | +10.3% |
| 30D | +16.2% | +11.6% | +4.6% | +14.8% |
| 3M | +25.6% | -1.0% | +26.6% | +25.5% |
| 6M | +21.1% | +5.1% | +16.1% | +19.9% |
| YTD | +68.5% | -24.0% | +92.5% | +73.9% |
| 1Y | +109.6% | -30.3% | +139.9% | +119.9% |
| 3Y | +156.5% | +37.0% | +119.6% | +122.6% |
| All | +156.5% | +35.8% | +120.7% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling