+792.6%
VGT vs LDOS
+260.1%
+532.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.8% |
| 7D | +1.8% | -7.1% | +9.0% | +4.3% |
| 30D | -0.3% | -6.1% | +5.7% | +1.6% |
| 3M | +3.4% | +5.6% | -2.3% | +0.7% |
| 6M | +35.0% | -26.9% | +61.9% | +49.2% |
| YTD | +28.8% | -27.9% | +56.7% | +41.8% |
| 1Y | +38.0% | -26.8% | +64.8% | +50.6% |
| 3Y | +125.8% | +39.6% | +86.2% | +83.3% |
| 5Y | +134.7% | +39.4% | +95.4% | +86.2% |
| 10Y | +792.6% | +260.0% | +532.6% | +416.1% |
| All | +792.6% | +260.1% | +532.5% | +416.1% |
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 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