+23.6%
VTRS vs LDOS
+515.5%
-491.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | +10.2% | +1.9% | +8.3% | +9.5% |
| 30D | +18.2% | +12.8% | +5.4% | +13.1% |
| 3M | +29.0% | -1.0% | +30.0% | +28.7% |
| 6M | +23.2% | +6.2% | +17.0% | +18.8% |
| YTD | +71.4% | -23.2% | +94.6% | +83.4% |
| 1Y | +112.3% | -29.5% | +141.8% | +134.4% |
| 3Y | +157.1% | +37.1% | +120.0% | +112.9% |
| 5Y | +77.0% | +55.6% | +21.3% | +35.0% |
| 10Y | -31.8% | +249.4% | -281.2% | -64.9% |
| All | +23.6% | +515.5% | -491.9% | -54.9% |
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