LD 2024Port Weighted R3

Asset Allocation

Position	Category/Sector	Target Weight
ANET Arista Networks, Inc.	Technology	3.50%
AVGO Broadcom Inc.	Technology	3.50%
FICO Fair Isaac Corporation	Technology	3.50%
FNDX Schwab Fundamental U.S. Large Company Index ETF	Large Cap Blend Equities	12.50%
HTHIY Hitachi Ltd ADR	Industrials	3.50%
IRM Iron Mountain Incorporated	Real Estate	3.50%
IVOG Vanguard S&P Mid-Cap 400 Growth ETF	Small Cap Growth Equities	12.50%
KKR KKR & Co. Inc.	Financial Services	3.50%
LLY Eli Lilly and Company	Healthcare	3.50%
NVDA NVIDIA Corporation	Technology	3.50%
PGR The Progressive Corporation	Financial Services	3.50%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	12.50%
SCHX Schwab U.S. Large-Cap ETF	Large Cap Blend Equities	12.50%
TGOPY 3i Group PLC ADR	Financial Services	3.50%
USFR WisdomTree Bloomberg Floating Rate Treasury Fund	Government Bonds	5%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	Inflation-Protected Bonds	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in LD 2024Port Weighted R3, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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The earliest data available for this chart is Sep 22, 2017, corresponding to the inception date of TGOPY

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-4.18%	-3.84%	-1.98%	21.98%	16.86%	10.37%	12.29%
Portfolio LD 2024Port Weighted R3	0.45%	-3.94%	-0.91%	-1.28%	20.87%	23.14%	18.19%	—
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.29%	12.35%	13.59%	18.75%	11.70%	8.35%	12.30%
FNDX Schwab Fundamental U.S. Large Company Index ETF	0.25%	-2.56%	3.24%	6.41%	25.66%	17.05%	12.09%	13.38%
SCHX Schwab U.S. Large-Cap ETF	0.08%	-4.02%	-3.63%	-1.77%	23.35%	18.46%	11.31%	14.06%
LLY Eli Lilly and Company	-1.98%	-6.77%	-12.80%	11.75%	19.44%	39.72%	39.64%	31.19%
AVGO Broadcom Inc.	0.34%	-0.73%	-8.93%	-6.67%	105.89%	72.07%	48.84%	38.50%
NVDA NVIDIA Corporation	0.93%	-3.08%	-4.88%	-5.44%	74.29%	85.17%	66.71%	70.07%
IVOG Vanguard S&P Mid-Cap 400 Growth ETF	0.04%	-3.57%	5.30%	5.93%	28.37%	13.45%	6.00%	10.72%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	0.23%	0.38%	1.11%	1.47%	3.52%	4.67%	3.51%	3.08%
USFR WisdomTree Bloomberg Floating Rate Treasury Fund	0.04%	0.31%	0.97%	2.02%	4.10%	4.89%	3.53%	2.41%
ANET Arista Networks, Inc.	1.47%	-6.04%	-3.32%	-12.93%	77.75%	44.56%	45.76%	41.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 25, 2017, LD 2024Port Weighted R3's average daily return is +0.07%, while the average monthly return is +1.45%. At this rate, your investment would double in approximately 4.0 years.

Historically, 72% of months were positive and 28% were negative. The best month was Nov 2020 with a return of +10.9%, while the worst month was Mar 2020 at -10.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, LD 2024Port Weighted R3 closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -10.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.54%	1.06%	-5.38%	1.06%									-0.91%
2025	2.17%	-1.23%	-5.02%	0.90%	4.02%	4.85%	1.03%	1.83%	1.84%	2.56%	-0.08%	-0.53%	12.65%
2024	3.08%	6.67%	4.60%	-3.53%	5.18%	4.27%	3.15%	3.26%	2.58%	-0.47%	5.61%	-3.49%	34.86%
2023	6.52%	-0.17%	3.23%	0.92%	1.91%	5.68%	2.91%	1.79%	-3.73%	-1.55%	9.10%	5.64%	36.53%
2022	-4.64%	-1.50%	3.63%	-7.45%	1.99%	-7.53%	8.16%	-2.56%	-8.31%	8.84%	8.37%	-4.49%	-7.50%
2021	1.33%	3.26%	3.90%	4.43%	1.81%	2.51%	1.76%	1.70%	-3.89%	6.69%	0.30%	5.66%	33.23%

Benchmark Metrics

LD 2024Port Weighted R3 has an annualized alpha of 6.92%, beta of 0.86, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since September 25, 2017.

This portfolio captured 103.56% of S&P 500 Index gains but only 79.52% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 6.92% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.86 and R² of 0.94, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 6.92%

Beta: 0.86

R²: 0.94

Upside Capture: 103.56%

Downside Capture: 79.52%

Expense Ratio

LD 2024Port Weighted R3 has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

FNDX

Schwab Fundamental U.S. Large Company Index ETF

IVOG

Vanguard S&P Mid-Cap 400 Growth ETF

USFR

WisdomTree Bloomberg Floating Rate Treasury Fund

SCHD

Schwab U.S. Dividend Equity ETF

SCHX

Schwab U.S. Large-Cap ETF

VTIP

Vanguard Short-Term Inflation-Protected Securities ETF

Return for Risk

Risk / Return Rank

LD 2024Port Weighted R3 ranks 27 for risk / return — below 27% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.92	0.88	+0.04
Sortino ratio Return per unit of downside risk	1.38	1.37	+0.01
Omega ratio Gain probability vs. loss probability	1.21	1.21	0.00
Calmar ratio Return relative to maximum drawdown	1.52	1.39	+0.13
Martin ratio Return relative to average drawdown	6.73	6.43	+0.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
FNDX Schwab Fundamental U.S. Large Company Index ETF	64	1.23	1.79	1.28	1.68	7.99
SCHX Schwab U.S. Large-Cap ETF	51	0.94	1.45	1.22	1.48	6.81
LLY Eli Lilly and Company	51	0.36	0.78	1.11	0.56	1.37
AVGO Broadcom Inc.	84	1.76	2.49	1.32	3.08	7.50
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
IVOG Vanguard S&P Mid-Cap 400 Growth ETF	49	0.91	1.43	1.19	1.61	6.94
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	92	2.18	3.31	1.47	4.13	13.26
USFR WisdomTree Bloomberg Floating Rate Treasury Fund	100	14.40	42.98	10.69	104.25	665.20
ANET Arista Networks, Inc.	73	1.08	1.68	1.21	2.17	4.76

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

LD 2024Port Weighted R3 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 0.92
5-Year: 1.19
All Time: 1.06

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of LD 2024Port Weighted R3 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

LD 2024Port Weighted R3 provided a 1.96% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.96%	1.86%	1.72%	1.85%	2.67%	1.86%	1.82%	2.10%	2.08%	1.70%	1.77%	1.85%
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
FNDX Schwab Fundamental U.S. Large Company Index ETF	1.61%	1.63%	1.76%	1.82%	2.07%	1.64%	2.29%	2.23%	2.40%	1.86%	2.01%	2.01%
SCHX Schwab U.S. Large-Cap ETF	1.16%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%
LLY Eli Lilly and Company	0.67%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
AVGO Broadcom Inc.	0.79%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
IVOG Vanguard S&P Mid-Cap 400 Growth ETF	0.61%	0.64%	0.79%	1.15%	1.05%	0.47%	0.74%	1.17%	1.01%	0.93%	1.11%	1.04%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	3.62%	3.81%	2.70%	2.86%	6.84%	4.68%	1.20%	1.95%	2.45%	1.52%	0.76%	0.00%
USFR WisdomTree Bloomberg Floating Rate Treasury Fund	4.00%	4.15%	5.17%	5.12%	1.78%	0.01%	0.40%	2.08%	1.67%	1.03%	0.29%	0.00%
ANET Arista Networks, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the LD 2024Port Weighted R3. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the LD 2024Port Weighted R3 was 30.45%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.

The current LD 2024Port Weighted R3 drawdown is 5.18%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.45%	Feb 20, 2020	23	Mar 23, 2020	92	Aug 3, 2020	115
-18.33%	Dec 28, 2021	192	Sep 30, 2022	85	Feb 2, 2023	277
-17.68%	Sep 21, 2018	65	Dec 24, 2018	57	Mar 19, 2019	122
-16.85%	Jan 24, 2025	52	Apr 8, 2025	54	Jun 26, 2025	106
-8.67%	Jan 29, 2018	9	Feb 8, 2018	115	Jul 25, 2018	124

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 16 assets, with an effective number of assets of 11.46, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	USFR	VTIP	TGOPY	LLY	PGR	HTHIY	IRM	FICO	ANET	NVDA	AVGO	KKR	SCHD	IVOG	FNDX	SCHX	Portfolio
Benchmark	1.00	0.00	0.10	0.30	0.37	0.35	0.46	0.48	0.56	0.61	0.67	0.67	0.67	0.77	0.86	0.90	1.00	0.94
USFR	0.00	1.00	-0.01	-0.04	0.01	-0.01	0.01	0.01	0.02	0.01	-0.02	0.01	-0.01	-0.01	-0.00	0.00	-0.00	0.00
VTIP	0.10	-0.01	1.00	0.08	0.05	0.03	0.07	0.16	0.11	-0.00	0.01	0.05	0.08	0.11	0.10	0.11	0.11	0.12
TGOPY	0.30	-0.04	0.08	1.00	0.12	0.13	0.21	0.19	0.22	0.22	0.21	0.21	0.28	0.26	0.30	0.30	0.30	0.41
LLY	0.37	0.01	0.05	0.12	1.00	0.25	0.17	0.23	0.24	0.24	0.21	0.22	0.19	0.31	0.28	0.32	0.36	0.39
PGR	0.35	-0.01	0.03	0.13	0.25	1.00	0.13	0.23	0.26	0.19	0.12	0.16	0.25	0.43	0.31	0.40	0.35	0.38
HTHIY	0.46	0.01	0.07	0.21	0.17	0.13	1.00	0.25	0.26	0.31	0.33	0.36	0.33	0.39	0.44	0.45	0.46	0.52
IRM	0.48	0.01	0.16	0.19	0.23	0.23	0.25	1.00	0.31	0.30	0.23	0.31	0.37	0.49	0.48	0.52	0.48	0.54
FICO	0.56	0.02	0.11	0.22	0.24	0.26	0.26	0.31	1.00	0.43	0.43	0.40	0.44	0.40	0.55	0.47	0.57	0.61
ANET	0.61	0.01	-0.00	0.22	0.24	0.19	0.31	0.30	0.43	1.00	0.57	0.57	0.46	0.37	0.56	0.48	0.62	0.67
NVDA	0.67	-0.02	0.01	0.21	0.21	0.12	0.33	0.23	0.43	0.57	1.00	0.64	0.48	0.36	0.55	0.48	0.67	0.67
AVGO	0.67	0.01	0.05	0.21	0.22	0.16	0.36	0.31	0.40	0.57	0.64	1.00	0.46	0.44	0.58	0.53	0.67	0.69
KKR	0.67	-0.01	0.08	0.28	0.19	0.25	0.33	0.37	0.44	0.46	0.48	0.46	1.00	0.56	0.69	0.65	0.68	0.72
SCHD	0.77	-0.01	0.11	0.26	0.31	0.43	0.39	0.49	0.40	0.37	0.36	0.44	0.56	1.00	0.76	0.91	0.77	0.78
IVOG	0.86	-0.00	0.10	0.30	0.28	0.31	0.44	0.48	0.55	0.56	0.55	0.58	0.69	0.76	1.00	0.86	0.88	0.90
FNDX	0.90	0.00	0.11	0.30	0.32	0.40	0.45	0.52	0.47	0.48	0.48	0.53	0.65	0.91	0.86	1.00	0.90	0.89
SCHX	1.00	-0.00	0.11	0.30	0.36	0.35	0.46	0.48	0.57	0.62	0.67	0.67	0.68	0.77	0.88	0.90	1.00	0.94
Portfolio	0.94	0.00	0.12	0.41	0.39	0.38	0.52	0.54	0.61	0.67	0.67	0.69	0.72	0.78	0.90	0.89	0.94	1.00

The correlation results are calculated based on daily price changes starting from Sep 25, 2017

LD 2024Port Weighted R3

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table