+86.0%
VUG vs LDOS
+39.7%
+46.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.1% | -5.4% | +5.3% | +0.6% |
| 30D | -0.3% | +4.9% | -5.2% | -1.0% |
| 3M | -0.7% | +7.2% | -7.9% | -1.8% |
| 6M | +14.6% | -24.2% | +38.9% | +19.5% |
| YTD | +9.0% | -25.8% | +34.8% | +13.7% |
| 1Y | +14.9% | -24.7% | +39.6% | +19.3% |
| All | +86.0% | +39.7% | +46.3% | +74.7% |
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