+970.1%
VUG vs LDOS
+509.1%
+461.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | -7.1% | -3.7% | -3.4% | -6.1% |
| 30D | -12.1% | +16.4% | -28.5% | -16.7% |
| 3M | -8.1% | +7.4% | -15.5% | -11.0% |
| 6M | -3.2% | -0.3% | -2.9% | -4.4% |
| YTD | +0.5% | -24.0% | +24.5% | +7.7% |
| 1Y | -0.7% | -29.6% | +28.9% | +9.2% |
| 3Y | +77.1% | +35.1% | +42.0% | +49.8% |
| 5Y | +56.2% | +52.9% | +3.3% | +23.6% |
| 10Y | +394.1% | +262.2% | +131.9% | +175.6% |
| All | +970.1% | +509.1% | +461.0% | +352.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling