-31.2%
LDOS vs UMAC
+2.9%
-34.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -10.9% | +11.6% | +1.2% |
| 7D | -2.8% | -26.0% | +23.2% | -1.5% |
| 30D | +13.6% | -40.3% | +53.9% | +16.4% |
| 3M | +4.2% | -51.1% | +55.4% | +7.4% |
| 6M | -8.2% | -5.6% | -2.6% | -11.3% |
| YTD | -24.1% | +2.3% | -26.4% | -29.2% |
| 1Y | -31.2% | +7.9% | -39.1% | -36.7% |
| All | -31.2% | +2.9% | -34.1% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling