LD 2024Port weighted R2
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in LD 2024Port weighted R2, 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.
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Feb 20, 2025, the LD 2024Port weighted R2 returned 7.94% Year-To-Date and 21.58% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 4.01% | 1.13% | 9.82% | 22.80% | 12.93% | 11.26% |
| LD 2024Port weighted R2 | 6.68% | 2.23% | 12.57% | 65.04% | 50.44% | 35.34% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 3.15% | -0.14% | 4.56% | 13.46% | 11.65% | 11.20% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 5.62% | 1.71% | 9.16% | 22.03% | 17.43% | 14.62% |
SCHX Schwab U.S. Large-Cap ETF | 4.75% | 1.42% | 11.51% | 25.93% | 16.49% | 15.75% |
SMCI Super Micro Computer, Inc. | 97.67% | 85.67% | -0.38% | -17.93% | 85.45% | 31.69% |
LLY Eli Lilly and Company | 12.51% | 17.00% | -8.82% | 17.00% | 45.53% | 30.90% |
AVGO Broadcom Inc. | -2.20% | -5.65% | 40.50% | 87.21% | 53.91% | 38.62% |
MSFT Microsoft Corporation | -1.60% | -3.20% | 0.01% | 3.71% | 19.42% | 27.01% |
NVDA NVIDIA Corporation | 3.68% | -1.14% | 12.54% | 106.40% | 80.57% | 74.73% |
AMZN Amazon.com, Inc. | 1.59% | -3.39% | 26.54% | 32.20% | 16.35% | 27.99% |
GOOG Alphabet Inc. | -1.74% | -6.26% | 13.35% | 30.56% | 20.46% | 21.68% |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | 2.79% | -3.31% | 4.52% | 13.69% | 9.85% | 9.42% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 1.34% | 0.82% | 2.52% | 6.12% | 3.57% | 2.70% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 0.64% | 0.36% | 2.49% | 5.20% | 2.67% | 1.95% |
Monthly Returns
The table below presents the monthly returns of LD 2024Port weighted R2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -6.84% | 6.68% | |||||||||||
| 2024 | 20.05% | 25.23% | 11.14% | -5.40% | 14.84% | 10.89% | -5.28% | -1.48% | 1.35% | 3.89% | 3.79% | 0.77% | 106.85% |
| 2023 | 14.29% | 6.54% | 12.01% | 1.04% | 25.70% | 9.51% | 8.77% | 2.57% | -8.50% | -4.02% | 11.95% | 6.34% | 121.25% |
| 2022 | -11.81% | -0.30% | 7.94% | -20.01% | 1.46% | -12.51% | 14.15% | -8.72% | -11.86% | 7.33% | 12.79% | -7.96% | -31.05% |
| 2021 | 1.17% | 3.16% | 0.70% | 7.35% | 2.52% | 10.58% | -0.15% | 7.72% | -5.69% | 13.31% | 12.48% | -2.31% | 61.55% |
| 2020 | 1.89% | -2.66% | -5.91% | 14.03% | 8.13% | 6.22% | 7.47% | 12.48% | -2.03% | -4.25% | 8.75% | 2.45% | 54.42% |
| 2019 | 7.72% | 3.14% | 6.63% | 3.32% | -11.48% | 8.83% | 1.16% | -1.72% | 1.27% | 5.02% | 4.39% | 4.42% | 35.91% |
| 2018 | 11.55% | -2.31% | -2.88% | 0.29% | 6.81% | -0.91% | 2.81% | 7.08% | 1.15% | -14.46% | -2.51% | -8.51% | -4.56% |
| 2017 | 3.13% | 1.27% | 2.31% | 0.35% | 8.69% | -0.28% | 4.56% | 1.06% | 1.55% | 7.22% | 2.17% | -1.05% | 35.19% |
| 2016 | -4.23% | -0.30% | 7.12% | -1.08% | 5.06% | 0.29% | 4.91% | 1.56% | 2.76% | -1.26% | 5.32% | 4.42% | 26.74% |
| 2015 | 0.21% | 6.54% | -2.40% | -0.10% | 4.45% | -2.97% | 2.29% | -2.76% | -0.34% | 7.47% | 1.66% | 1.08% | 15.51% |
| 2014 | -0.75% | 2.70% | 2.99% | -1.60% | 3.93% | 0.28% | 1.57% | 3.28% | -0.05% | 12.87% |
Expense Ratio
LD 2024Port weighted R2 has an expense ratio of 0.07%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of LD 2024Port weighted R2 is 54, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.22 | 1.80 | 1.21 | 1.75 | 4.47 |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.99 | 2.78 | 1.37 | 3.44 | 10.01 |
SCHX Schwab U.S. Large-Cap ETF | 1.96 | 2.62 | 1.36 | 2.95 | 12.08 |
SMCI Super Micro Computer, Inc. | -0.22 | 0.50 | 1.06 | -0.29 | -0.48 |
LLY Eli Lilly and Company | 0.37 | 0.73 | 1.09 | 0.48 | 1.10 |
AVGO Broadcom Inc. | 1.49 | 2.20 | 1.30 | 3.35 | 9.12 |
MSFT Microsoft Corporation | 0.15 | 0.34 | 1.05 | 0.21 | 0.42 |
NVDA NVIDIA Corporation | 1.62 | 2.16 | 1.28 | 3.39 | 9.40 |
AMZN Amazon.com, Inc. | 1.15 | 1.65 | 1.21 | 1.62 | 5.13 |
GOOG Alphabet Inc. | 1.15 | 1.66 | 1.22 | 1.46 | 3.68 |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | 0.78 | 1.19 | 1.14 | 1.37 | 3.20 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.73 | 5.92 | 1.81 | 8.15 | 24.37 |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 16.64 | 56.18 | 14.55 | 87.94 | 768.31 |
Dividends
Dividend yield
LD 2024Port weighted R2 provided a 1.79% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.79% | 1.85% | 2.23% | 2.72% | 1.87% | 1.74% | 2.20% | 2.28% | 2.06% | 1.80% | 1.69% | 1.91% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.53% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 3.24% | 3.42% | 3.75% | 5.16% | 3.28% | 4.37% | 4.68% | 5.86% | 4.83% | 3.94% | 3.04% | 3.97% |
SCHX Schwab U.S. Large-Cap ETF | 1.73% | 1.81% | 3.54% | 4.07% | 3.14% | 2.38% | 3.86% | 3.17% | 4.27% | 3.51% | 4.09% | 4.40% |
SMCI Super Micro Computer, 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% |
LLY Eli Lilly and Company | 0.62% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
AVGO Broadcom Inc. | 0.96% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
MSFT Microsoft Corporation | 0.76% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
AMZN Amazon.com, 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% |
GOOG Alphabet Inc. | 0.32% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | 0.77% | 0.79% | 1.15% | 1.05% | 0.47% | 0.74% | 1.17% | 1.01% | 0.93% | 1.03% | 1.04% | 0.81% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.67% | 2.70% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 5.04% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.04% | 0.29% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the LD 2024Port weighted R2. 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 R2 was 42.59%, occurring on Oct 14, 2022. Recovery took 148 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.59% | Nov 22, 2021 | 226 | Oct 14, 2022 | 148 | May 18, 2023 | 374 |
| -29.45% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -29.24% | Oct 2, 2018 | 58 | Dec 24, 2018 | 246 | Dec 16, 2019 | 304 |
| -25.43% | Jul 11, 2024 | 20 | Aug 7, 2024 | 103 | Jan 3, 2025 | 123 |
| -17.74% | Mar 8, 2024 | 30 | Apr 19, 2024 | 24 | May 23, 2024 | 54 |
Volatility
Volatility Chart
The current LD 2024Port weighted R2 volatility is 18.56%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| USFR | VTIP | LLY | SMCI | NVDA | AMZN | AVGO | GOOG | MSFT | SCHD | IVOG | FNDX | SCHX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USFR | 1.00 | 0.00 | 0.02 | -0.01 | 0.00 | 0.01 | 0.01 | 0.03 | 0.02 | 0.00 | 0.01 | 0.02 | 0.01 |
| VTIP | 0.00 | 1.00 | 0.03 | 0.03 | 0.01 | 0.06 | 0.04 | 0.06 | 0.05 | 0.08 | 0.08 | 0.09 | 0.09 |
| LLY | 0.02 | 0.03 | 1.00 | 0.20 | 0.22 | 0.25 | 0.25 | 0.28 | 0.32 | 0.36 | 0.31 | 0.35 | 0.40 |
| SMCI | -0.01 | 0.03 | 0.20 | 1.00 | 0.39 | 0.27 | 0.39 | 0.30 | 0.32 | 0.38 | 0.46 | 0.43 | 0.45 |
| NVDA | 0.00 | 0.01 | 0.22 | 0.39 | 1.00 | 0.53 | 0.61 | 0.51 | 0.58 | 0.41 | 0.54 | 0.48 | 0.63 |
| AMZN | 0.01 | 0.06 | 0.25 | 0.27 | 0.53 | 1.00 | 0.47 | 0.67 | 0.64 | 0.40 | 0.51 | 0.48 | 0.64 |
| AVGO | 0.01 | 0.04 | 0.25 | 0.39 | 0.61 | 0.47 | 1.00 | 0.48 | 0.54 | 0.51 | 0.59 | 0.54 | 0.65 |
| GOOG | 0.03 | 0.06 | 0.28 | 0.30 | 0.51 | 0.67 | 0.48 | 1.00 | 0.68 | 0.48 | 0.54 | 0.55 | 0.69 |
| MSFT | 0.02 | 0.05 | 0.32 | 0.32 | 0.58 | 0.64 | 0.54 | 0.68 | 1.00 | 0.53 | 0.57 | 0.57 | 0.73 |
| SCHD | 0.00 | 0.08 | 0.36 | 0.38 | 0.41 | 0.40 | 0.51 | 0.48 | 0.53 | 1.00 | 0.79 | 0.92 | 0.82 |
| IVOG | 0.01 | 0.08 | 0.31 | 0.46 | 0.54 | 0.51 | 0.59 | 0.54 | 0.57 | 0.79 | 1.00 | 0.86 | 0.88 |
| FNDX | 0.02 | 0.09 | 0.35 | 0.43 | 0.48 | 0.48 | 0.54 | 0.55 | 0.57 | 0.92 | 0.86 | 1.00 | 0.91 |
| SCHX | 0.01 | 0.09 | 0.40 | 0.45 | 0.63 | 0.64 | 0.65 | 0.69 | 0.73 | 0.82 | 0.88 | 0.91 | 1.00 |