+405.3%
VUG vs LDOS
+241.3%
+164.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.4% |
| 7D | -1.1% | -1.3% | +0.3% | -0.7% |
| 30D | -7.0% | +10.1% | -17.1% | -10.0% |
| 3M | -3.7% | -4.7% | +1.0% | -2.8% |
| 6M | -1.6% | +5.6% | -7.2% | -4.4% |
| YTD | +5.1% | -25.1% | +30.2% | +13.0% |
| 1Y | +3.8% | -31.7% | +35.4% | +15.1% |
| 3Y | +79.9% | +33.7% | +46.2% | +51.0% |
| 5Y | +66.4% | +54.4% | +12.0% | +29.1% |
| 10Y | +405.3% | +236.4% | +168.9% | +207.5% |
| All | +405.3% | +241.3% | +164.0% | +207.5% |
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