LCP LARGE EQUITY SAMPLE

Asset Allocation

Position	Category/Sector	Target Weight
AXON Axon Enterprise, Inc.	Industrials	6.66%
GE General Electric Company	Industrials	9.13%
INTU Intuit Inc.	Technology	7.08%
META Meta Platforms, Inc.	Communication Services	6.09%
MSFT Microsoft Corporation	Technology	9.45%
PWR Quanta Services, Inc.	Industrials	7.78%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	8.56%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	6.13%
SOFI SoFi Technologies, Inc.	Financial Services	4.11%
STT State Street Corporation	Financial Services	9.25%
TXN Texas Instruments Incorporated	Technology	8.75%
VOO Vanguard S&P 500 ETF	S&P 500	10%
VST Vistra Corp.	Utilities	7.01%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in LCP LARGE EQUITY SAMPLE, 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 Nov 30, 2020, corresponding to the inception date of SOFI

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.72%	-3.54%	-3.95%	-2.09%	15.95%	16.96%	10.34%	12.24%
Portfolio LCP LARGE EQUITY SAMPLE	1.09%	-6.23%	-6.18%	-8.32%	25.25%	33.19%	22.25%	—
Portfolio components:
META Meta Platforms, Inc.	1.24%	-11.30%	-12.17%	-19.12%	-0.85%	40.18%	14.34%	17.53%
QQQ Invesco QQQ ETF	1.24%	-3.79%	-4.76%	-2.89%	24.21%	22.83%	13.16%	18.99%
VOO Vanguard S&P 500 ETF	0.79%	-4.29%	-3.66%	-1.41%	18.17%	18.58%	11.93%	14.14%
MSFT Microsoft Corporation	-0.22%	-7.32%	-23.45%	-28.63%	-2.61%	9.46%	9.70%	22.41%
INTU Intuit Inc.	-1.51%	1.63%	-35.59%	-37.10%	-30.14%	-0.87%	2.15%	15.95%
STT State Street Corporation	2.01%	-0.27%	0.73%	14.62%	48.44%	23.20%	12.11%	11.23%
GE General Electric Company	3.14%	-15.22%	-4.84%	-2.47%	44.38%	57.37%	35.26%	7.96%
AXON Axon Enterprise, Inc.	-0.26%	-25.95%	-25.42%	-40.45%	-21.74%	23.50%	24.25%	36.37%
VST Vistra Corp.	2.41%	-7.12%	-4.44%	-23.39%	26.59%	88.10%	57.19%	—
PWR Quanta Services, Inc.	2.02%	-2.19%	32.75%	33.19%	117.43%	50.01%	44.67%	38.21%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 1, 2020, LCP LARGE EQUITY SAMPLE's average daily return is +0.10%, while the average monthly return is +2.00%. At this rate, your investment would double in approximately 2.9 years.

Historically, 69% of months were positive and 31% were negative. The best month was May 2025 with a return of +15.3%, while the worst month was Apr 2022 at -12.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, LCP LARGE EQUITY SAMPLE closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +12.1%, while the worst single day was Apr 4, 2025 at -7.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.40%	0.36%	-7.90%	1.09%									-6.18%
2025	5.54%	-4.97%	-6.98%	2.79%	15.34%	11.07%	3.14%	-0.79%	3.12%	0.81%	-2.65%	0.02%	27.24%
2024	-0.03%	12.66%	5.34%	-1.47%	6.21%	1.03%	1.75%	4.08%	5.64%	1.26%	12.39%	-4.37%	52.71%
2023	13.19%	0.84%	7.33%	0.07%	3.17%	7.53%	4.56%	-0.88%	-3.98%	-2.47%	10.78%	8.59%	58.80%
2022	-6.93%	-4.90%	3.26%	-12.85%	2.05%	-11.05%	13.26%	-3.42%	-10.84%	8.62%	9.16%	-5.48%	-20.96%
2021	5.90%	1.77%	3.21%	3.37%	1.83%	4.47%	1.69%	3.64%	-3.47%	8.64%	-1.87%	1.69%	34.89%

Benchmark Metrics

LCP LARGE EQUITY SAMPLE has an annualized alpha of 9.06%, beta of 1.27, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since December 01, 2020.

This portfolio captured 151.40% of S&P 500 Index gains but only 99.41% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 9.06% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 9.06%

Beta: 1.27

R²: 0.86

Upside Capture: 151.40%

Downside Capture: 99.41%

Expense Ratio

LCP LARGE EQUITY SAMPLE has an expense ratio of 0.04%, 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.

SMH

VanEck Semiconductor ETF

QQQ

Invesco QQQ ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

LCP LARGE EQUITY SAMPLE ranks 37 for risk / return — below 37% 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	1.08	0.92	+0.16
Sortino ratio Return per unit of downside risk	1.63	1.41	+0.22
Omega ratio Gain probability vs. loss probability	1.24	1.21	+0.02
Calmar ratio Return relative to maximum drawdown	1.92	1.41	+0.50
Martin ratio Return relative to average drawdown	6.24	6.61	-0.37
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
META Meta Platforms, Inc.	38	-0.02	0.27	1.03	0.02	0.06
QQQ Invesco QQQ ETF	65	1.07	1.66	1.24	2.00	7.32
VOO Vanguard S&P 500 ETF	60	1.01	1.53	1.23	1.55	7.31
MSFT Microsoft Corporation	35	-0.10	0.04	1.01	-0.03	-0.07
INTU Intuit Inc.	13	-0.84	-1.07	0.86	-0.54	-1.28
STT State Street Corporation	84	1.70	2.09	1.31	3.05	10.55
GE General Electric Company	79	1.37	1.84	1.26	2.25	8.02
AXON Axon Enterprise, Inc.	25	-0.41	-0.30	0.96	-0.36	-0.74
VST Vistra Corp.	57	0.48	1.00	1.13	0.92	1.94
PWR Quanta Services, Inc.	97	3.32	3.85	1.52	10.34	25.41

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.

LCP LARGE EQUITY SAMPLE Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.08
5-Year: 0.97
All Time: 1.08

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 1.00 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of LCP LARGE EQUITY SAMPLE 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

LCP LARGE EQUITY SAMPLE provided a 0.94% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.94%	0.89%	0.89%	1.10%	1.27%	0.92%	1.08%	1.52%	1.58%	1.34%	2.33%	1.40%
Portfolio components:
META Meta Platforms, Inc.	0.36%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
MSFT Microsoft Corporation	0.94%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
INTU Intuit Inc.	1.05%	0.65%	0.60%	0.52%	0.72%	0.38%	0.57%	0.74%	0.83%	0.89%	1.08%	1.09%
STT State Street Corporation	2.56%	2.42%	2.18%	3.41%	3.09%	2.34%	2.86%	2.50%	2.82%	1.64%	1.85%	1.99%
GE General Electric Company	0.53%	0.47%	0.67%	0.25%	0.38%	0.34%	0.37%	4.12%	4.89%	4.81%	2.94%	2.95%
AXON Axon Enterprise, 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%
VST Vistra Corp.	0.59%	0.56%	0.63%	2.13%	3.12%	2.64%	2.75%	2.17%	0.00%	0.00%	14.97%	0.00%
PWR Quanta Services, Inc.	0.07%	0.09%	0.09%	0.15%	0.25%	0.16%	0.29%	0.42%	0.13%	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 LCP LARGE EQUITY SAMPLE. 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 LCP LARGE EQUITY SAMPLE was 32.06%, occurring on Oct 14, 2022. Recovery took 160 trading sessions.

The current LCP LARGE EQUITY SAMPLE drawdown is 10.77%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32.06%	Nov 22, 2021	226	Oct 14, 2022	160	Jun 6, 2023	386
-24.59%	Jan 24, 2025	52	Apr 8, 2025	27	May 16, 2025	79
-14.59%	Oct 29, 2025	104	Mar 30, 2026	—	—	—
-10.63%	Jul 17, 2024	14	Aug 5, 2024	12	Aug 21, 2024	26
-9.46%	Sep 15, 2023	31	Oct 27, 2023	12	Nov 14, 2023	43

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 13 assets, with an effective number of assets of 12.44, 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	VST	GE	STT	AXON	SOFI	PWR	META	INTU	TXN	MSFT	SMH	QQQ	VOO	Portfolio
Benchmark	1.00	0.42	0.54	0.60	0.49	0.53	0.60	0.65	0.66	0.68	0.73	0.80	0.93	1.00	0.90
VST	0.42	1.00	0.36	0.29	0.28	0.27	0.44	0.29	0.23	0.24	0.27	0.35	0.37	0.42	0.55
GE	0.54	0.36	1.00	0.46	0.36	0.30	0.50	0.35	0.29	0.36	0.29	0.44	0.44	0.54	0.62
STT	0.60	0.29	0.46	1.00	0.23	0.39	0.42	0.31	0.35	0.44	0.29	0.42	0.45	0.60	0.59
AXON	0.49	0.28	0.36	0.23	1.00	0.44	0.40	0.41	0.45	0.32	0.42	0.47	0.52	0.49	0.63
SOFI	0.53	0.27	0.30	0.39	0.44	1.00	0.36	0.43	0.44	0.38	0.38	0.47	0.54	0.53	0.64
PWR	0.60	0.44	0.50	0.42	0.40	0.36	1.00	0.33	0.36	0.44	0.35	0.53	0.51	0.60	0.68
META	0.65	0.29	0.35	0.31	0.41	0.43	0.33	1.00	0.48	0.43	0.60	0.58	0.71	0.65	0.67
INTU	0.66	0.23	0.29	0.35	0.45	0.44	0.36	0.48	1.00	0.48	0.61	0.56	0.68	0.66	0.67
TXN	0.68	0.24	0.36	0.44	0.32	0.38	0.44	0.43	0.48	1.00	0.46	0.74	0.67	0.67	0.68
MSFT	0.73	0.27	0.29	0.29	0.42	0.38	0.35	0.60	0.61	0.46	1.00	0.63	0.80	0.73	0.69
SMH	0.80	0.35	0.44	0.42	0.47	0.47	0.53	0.58	0.56	0.74	0.63	1.00	0.87	0.79	0.81
QQQ	0.93	0.37	0.44	0.45	0.52	0.54	0.51	0.71	0.68	0.67	0.80	0.87	1.00	0.93	0.88
VOO	1.00	0.42	0.54	0.60	0.49	0.53	0.60	0.65	0.66	0.67	0.73	0.79	0.93	1.00	0.90
Portfolio	0.90	0.55	0.62	0.59	0.63	0.64	0.68	0.67	0.67	0.68	0.69	0.81	0.88	0.90	1.00

The correlation results are calculated based on daily price changes starting from Dec 1, 2020

LCP LARGE EQUITY SAMPLE

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