+107.9%
VGT vs LDOS
+51.2%
+56.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | +5.6% | -3.5% | +9.1% | +6.2% |
| 30D | -10.6% | +9.5% | -20.1% | -12.2% |
| 3M | -6.9% | -6.3% | -0.6% | -6.1% |
| 6M | +0.9% | +2.8% | -1.9% | -0.1% |
| YTD | +20.4% | -26.6% | +47.1% | +27.5% |
| 1Y | +17.4% | -31.3% | +48.7% | +26.3% |
| 3Y | +106.3% | +30.9% | +75.3% | +82.5% |
| 5Y | +107.9% | +49.4% | +58.5% | +78.3% |
| All | +107.9% | +51.2% | +56.7% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling