+41.3%
LDOS vs UEC
+157.0%
-115.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -5.4% | -6.9% | +1.5% | -5.2% |
| 30D | +4.9% | +7.6% | -2.8% | +4.6% |
| 3M | +7.2% | -18.4% | +25.6% | +7.5% |
| 6M | -24.2% | -23.3% | -1.0% | -24.0% |
| YTD | -25.8% | -1.2% | -24.6% | -26.0% |
| 1Y | -24.7% | +2.3% | -27.0% | -25.2% |
| All | +41.3% | +157.0% | -115.8% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 3y: compounded portfolio wealth divided by compounded UEC 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…
3y analysis · Full analysis span regression · 6 months rolling