+275.4%
LDOS vs URA
+359.3%
-83.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -5.4% | +1.1% | -6.5% | -5.6% |
| 30D | +4.9% | +7.4% | -2.5% | +3.5% |
| 3M | +7.2% | -8.4% | +15.6% | +8.2% |
| 6M | -24.2% | -12.7% | -11.5% | -23.4% |
| YTD | -25.8% | +7.8% | -33.6% | -28.0% |
| 1Y | -24.7% | +19.5% | -44.2% | -28.9% |
| 3Y | +39.3% | +116.4% | -77.1% | +13.4% |
| 5Y | +43.3% | +134.3% | -91.0% | +8.8% |
| All | +275.4% | +359.3% | -83.9% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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