{"schemaVersion":1,"ticker":"LEGR","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/legr/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, LEGR against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/legr/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"LEGR","b":"VOO","window":{"from":"2018-02-02","to":"2026-10-23","firstReturn":"2018-02-09","weeklyReturns":455,"years":8.72,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.02748061,"perWeek":0.0005284732,"days":2181,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":1.65239065,"b":2.16568401,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.11793284,"b":0.14076528,"edge":"VOO","lead":"VOO"},"price":{"a":1.22288759,"b":1.75911371,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.18559245,"b":0.18019675,"edge":"VOO (slight)","lead":"VOO"},"downsideDeviation":{"a":0.12888134,"b":0.12568603,"edge":"VOO (slight)","lead":"VOO"},"maxDrawdown":{"a":-0.32199343,"b":-0.31777419,"edge":"Tie","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.10140789,"b":0.12073269,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.54640094,"b":0.67000482,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.78683145,"b":0.96058962,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.36625852,"b":0.44297265,"edge":"VOO","lead":"VOO"}},"relative":{"LEGR":{"on":"VOO","beta":0.92705896,"r2":0.81019209,"alpha":-0.01051843,"alphaT":-0.38272617,"alphaLow":-0.06452827,"alphaHigh":0.04349141,"upsideCapture":0.8866719,"downsideCapture":0.96845537,"treynor":0.10938667,"trackingError":0.0819183,"informationRatio":-0.23590336,"upWeeks":261,"downWeeks":194,"treynorReference":0.12073269,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"VOO","lead":"VOO"},"downsideCapture":{"edge":"LEGR (slight)","lead":"LEGR"},"treynor":{"edge":"VOO (slight)","lead":"VOO"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"LEGR":{"kept":"2026-10-26","distributions":35,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":455,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.65239065}},"VOO":{"kept":"2026-10-26","distributions":35,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-10","amount":1.178,"vendor":1.120751}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":455,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.16568401}}}}