+1,061.2%
VUG vs LDOS
+494.7%
+566.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -0.1% | -5.4% | +5.3% | +1.7% |
| 30D | -0.3% | +4.9% | -5.2% | -2.1% |
| 3M | -0.7% | +7.2% | -7.9% | -3.7% |
| 6M | +14.6% | -24.2% | +38.9% | +24.6% |
| YTD | +9.0% | -25.8% | +34.8% | +18.4% |
| 1Y | +14.9% | -24.7% | +39.6% | +23.7% |
| 3Y | +86.0% | +39.3% | +46.8% | +55.9% |
| 5Y | +76.7% | +43.3% | +33.4% | +43.6% |
| 10Y | +411.3% | +278.6% | +132.7% | +181.4% |
| All | +1,061.2% | +494.7% | +566.4% | +397.5% |
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 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