+11.2%
LDOS vs UMAC
+195.7%
-184.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -1.9% |
| 7D | -3.5% | +10.1% | -13.6% | -3.7% |
| 30D | +9.5% | -39.1% | +48.7% | +10.7% |
| 3M | -6.3% | -56.2% | +49.9% | -4.7% |
| 6M | +2.8% | -16.2% | +19.0% | +2.2% |
| YTD | -26.6% | -7.1% | -19.5% | -27.6% |
| 1Y | -31.3% | +10.3% | -41.5% | -32.5% |
| All | +11.2% | +195.7% | -184.5% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling