+12.5%
LDOS vs UMAC
+494.0%
-481.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.6% |
| 7D | -5.4% | -0.9% | -4.5% | -5.4% |
| 30D | +4.9% | -7.7% | +12.5% | +4.9% |
| 3M | +7.2% | -26.4% | +33.6% | +7.5% |
| 6M | -24.2% | +61.9% | -86.1% | -26.0% |
| YTD | -25.8% | +86.5% | -112.3% | -27.9% |
| 1Y | -24.7% | +156.3% | -181.0% | -27.4% |
| All | +12.5% | +494.0% | -481.5% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling