+716.4%
VGT vs LDOS
+262.7%
+453.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.4% |
| 7D | -1.6% | -5.8% | +4.2% | +0.2% |
| 30D | -12.5% | +11.6% | -24.1% | -15.9% |
| 3M | -7.7% | -1.0% | -6.7% | -8.0% |
| 6M | -0.2% | +5.1% | -5.2% | -3.2% |
| YTD | +19.3% | -24.0% | +43.3% | +28.5% |
| 1Y | +18.2% | -30.3% | +48.5% | +31.5% |
| 3Y | +109.6% | +37.0% | +72.7% | +71.3% |
| 5Y | +105.5% | +53.4% | +52.2% | +55.8% |
| 10Y | +716.4% | +252.0% | +464.4% | +375.5% |
| All | +716.4% | +262.7% | +453.7% | +375.5% |
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