+550.5%
LDOS vs UEC
-2.6%
+553.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.9% | +10.0% | +0.7% |
| 7D | -3.7% | -20.5% | +16.8% | -2.3% |
| 30D | +16.4% | -35.9% | +52.3% | +19.6% |
| 3M | +7.4% | -39.6% | +47.0% | +10.5% |
| 6M | -0.3% | -55.3% | +55.0% | +3.9% |
| YTD | -24.0% | -44.5% | +20.5% | -22.3% |
| 1Y | -29.6% | -50.4% | +20.8% | -27.6% |
| 3Y | +35.1% | +12.1% | +23.0% | +27.5% |
| 5Y | +52.9% | +41.5% | +11.4% | +36.4% |
| 10Y | +262.2% | +644.8% | -382.6% | +163.0% |
| All | +550.5% | -2.6% | +553.0% | +319.0% |
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