0.0%
VTRS vs LDOS
+494.7%
-494.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +3.3% | -5.4% | +8.7% | +5.3% |
| 30D | -3.6% | +4.9% | -8.5% | -5.7% |
| 3M | +7.0% | +7.2% | -0.2% | +3.3% |
| 6M | +17.5% | -24.2% | +41.7% | +28.0% |
| YTD | +38.8% | -25.8% | +64.6% | +50.9% |
| 1Y | +69.2% | -24.7% | +93.9% | +82.6% |
| 3Y | +77.5% | +39.3% | +38.2% | +46.2% |
| 5Y | +39.9% | +43.3% | -3.4% | +10.6% |
| 10Y | -47.1% | +278.6% | -325.7% | -73.8% |
| All | 0.0% | +494.7% | -494.7% | -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 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