+77.7%
VUG vs LDOS
+32.3%
+45.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.2% |
| 7D | -3.4% | -7.2% | +3.8% | -2.7% |
| 30D | -11.1% | +16.8% | -27.9% | -12.9% |
| 3M | -7.2% | -1.6% | -5.7% | -7.2% |
| 6M | -4.1% | -1.0% | -3.2% | -4.2% |
| YTD | +1.4% | -25.8% | +27.2% | +5.5% |
| 1Y | +1.9% | -31.1% | +33.0% | +7.5% |
| 3Y | +77.7% | +32.8% | +44.9% | +71.0% |
| All | +77.7% | +32.3% | +45.5% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling