-31.7%
LDOS vs UMAC
+12.8%
-44.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -1.3% | -2.9% | +1.6% | -1.3% |
| 30D | +10.1% | -35.6% | +45.7% | +12.2% |
| 3M | -4.7% | -51.3% | +46.6% | -1.8% |
| 6M | +5.6% | -17.5% | +23.1% | +2.8% |
| YTD | -25.1% | -0.7% | -24.4% | -30.6% |
| 1Y | -31.7% | +16.5% | -48.2% | -37.9% |
| All | -31.7% | +12.8% | -44.5% | -37.9% |
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