+16.4%
LDOS vs UMAC
+214.8%
-198.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.6% | +7.7% | +1.2% |
| 7D | +1.9% | -13.9% | +15.8% | +2.1% |
| 30D | +12.8% | -39.6% | +52.3% | +14.0% |
| 3M | -1.0% | -53.6% | +52.6% | +0.5% |
| 6M | +6.2% | -6.2% | +12.4% | +5.2% |
| YTD | -23.2% | -1.2% | -22.0% | -24.4% |
| 1Y | -29.5% | +9.7% | -39.2% | -30.8% |
| All | +16.4% | +214.8% | -198.3% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling