+717.0%
VGT vs LDOS
+254.8%
+462.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.7% |
| 7D | -4.1% | +1.9% | -6.0% | -4.7% |
| 30D | -13.6% | +12.8% | -26.4% | -17.3% |
| 3M | -8.0% | -1.0% | -7.0% | -8.3% |
| 6M | -1.5% | +6.2% | -7.7% | -4.8% |
| YTD | +17.7% | -23.2% | +40.9% | +26.4% |
| 1Y | +13.8% | -29.5% | +43.3% | +26.2% |
| 3Y | +101.6% | +37.1% | +64.5% | +64.8% |
| 5Y | +106.7% | +55.6% | +51.1% | +55.8% |
| 10Y | +717.0% | +249.4% | +467.6% | +364.4% |
| All | +717.0% | +254.8% | +462.1% | +364.4% |
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