+76.5%
VUG vs LDOS
+43.9%
+32.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.1% | -5.4% | +5.3% | +0.9% |
| 30D | -0.3% | +4.9% | -5.2% | -1.3% |
| 3M | -0.7% | +7.2% | -7.9% | -2.2% |
| 6M | +14.6% | -24.2% | +38.9% | +20.8% |
| YTD | +9.0% | -25.8% | +34.8% | +14.9% |
| 1Y | +14.9% | -24.7% | +39.6% | +20.4% |
| 3Y | +86.0% | +39.3% | +46.8% | +63.4% |
| All | +76.5% | +43.9% | +32.6% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling