+294.9%
VZ vs LDOS
+508.5%
-213.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.3% | +1.9% |
| 7D | +6.9% | -2.8% | +9.7% | +7.5% |
| 30D | +2.3% | +13.6% | -11.3% | -0.5% |
| 3M | 0.0% | +4.2% | -4.2% | -1.1% |
| 6M | +0.2% | -8.2% | +8.4% | +1.3% |
| YTD | +20.9% | -24.1% | +45.0% | +26.0% |
| 1Y | +25.2% | -31.2% | +56.5% | +33.1% |
| 3Y | +55.9% | +35.0% | +20.9% | +40.1% |
| 5Y | +22.6% | +52.6% | -30.0% | +5.8% |
| 10Y | +68.6% | +261.9% | -193.2% | +16.2% |
| All | +294.9% | +508.5% | -213.6% | +126.1% |
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