+535.2%
LDOS vs UEC
+73.5%
+461.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -5.4% | -6.9% | +1.5% | -5.0% |
| 30D | +4.9% | +7.6% | -2.8% | +4.2% |
| 3M | +7.2% | -18.4% | +25.6% | +8.1% |
| 6M | -24.2% | -23.3% | -1.0% | -23.8% |
| YTD | -25.8% | -1.2% | -24.6% | -26.8% |
| 1Y | -24.7% | +2.3% | -27.0% | -26.4% |
| 3Y | +39.3% | +162.3% | -123.0% | +24.2% |
| 5Y | +43.3% | +287.2% | -243.9% | +19.2% |
| 10Y | +278.6% | +1,009.6% | -731.0% | +168.1% |
| All | +535.2% | +73.5% | +461.6% | +295.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling