+2,137.7%
VGT vs LDOS
+494.7%
+1,642.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +1.0% | -5.4% | +6.4% | +3.0% |
| 30D | +1.3% | +4.9% | -3.6% | -0.7% |
| 3M | -1.1% | +7.2% | -8.3% | -4.5% |
| 6M | +32.6% | -24.2% | +56.9% | +44.9% |
| YTD | +29.0% | -25.8% | +54.8% | +40.8% |
| 1Y | +39.7% | -24.7% | +64.4% | +51.2% |
| 3Y | +120.9% | +39.3% | +81.6% | +82.8% |
| 5Y | +133.6% | +43.3% | +90.2% | +86.8% |
| 10Y | +792.6% | +278.6% | +514.0% | +375.2% |
| All | +2,137.7% | +494.7% | +1,642.9% | +822.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling