+12.5%
LDOS vs UMAC
+197.5%
-185.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.8% | -13.1% | -2.6% |
| 7D | -7.2% | -23.4% | +16.2% | -6.7% |
| 30D | +16.8% | -45.6% | +62.5% | +18.4% |
| 3M | -1.6% | -50.9% | +49.3% | -0.2% |
| 6M | -1.0% | -16.5% | +15.6% | -1.6% |
| YTD | -25.8% | -6.6% | -19.2% | -26.8% |
| 1Y | -31.1% | +10.7% | -41.8% | -32.3% |
| All | +12.5% | +197.5% | -185.0% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling