+396.2%
VUG vs LDOS
+254.8%
+141.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -1.2% | +1.9% | -3.1% | -1.7% |
| 30D | -8.9% | +12.8% | -21.6% | -12.4% |
| 3M | -5.9% | -1.0% | -4.9% | -6.1% |
| 6M | -3.3% | +6.2% | -9.5% | -6.1% |
| YTD | +3.4% | -23.2% | +26.6% | +10.4% |
| 1Y | +1.9% | -29.5% | +31.4% | +11.9% |
| 3Y | +76.9% | +37.1% | +39.9% | +47.5% |
| 5Y | +63.9% | +55.6% | +8.3% | +27.2% |
| 10Y | +396.2% | +249.4% | +146.8% | +203.8% |
| All | +396.2% | +254.8% | +141.4% | +203.8% |
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