+387.8%
VUG vs LDOS
+248.5%
+139.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.6% |
| 7D | -3.4% | -7.2% | +3.8% | -1.4% |
| 30D | -11.1% | +16.8% | -27.9% | -15.5% |
| 3M | -7.2% | -1.6% | -5.7% | -7.3% |
| 6M | -4.1% | -1.0% | -3.2% | -5.0% |
| YTD | +1.4% | -25.8% | +27.2% | +9.3% |
| 1Y | +1.9% | -31.1% | +33.0% | +12.6% |
| 3Y | +77.7% | +32.8% | +44.9% | +49.7% |
| 5Y | +57.6% | +49.4% | +8.2% | +24.0% |
| All | +387.8% | +248.5% | +139.3% | +201.5% |
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