+693.9%
VGT vs LDOS
+248.5%
+445.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.1% |
| 7D | -7.2% | -7.2% | 0.0% | -5.1% |
| 30D | -16.1% | +16.8% | -33.0% | -20.7% |
| 3M | -9.2% | -1.6% | -7.6% | -9.3% |
| 6M | -0.7% | -1.0% | +0.3% | -1.7% |
| YTD | +15.6% | -25.8% | +41.3% | +25.4% |
| 1Y | +14.4% | -31.1% | +45.5% | +27.6% |
| 3Y | +105.2% | +32.8% | +72.4% | +69.6% |
| 5Y | +100.0% | +49.4% | +50.7% | +53.2% |
| All | +693.9% | +248.5% | +445.4% | +362.4% |
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