+582.1%
LDOS vs URA
-51.1%
+633.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -2.8% | -10.5% | +7.7% | -0.8% |
| 30D | +13.6% | -18.6% | +32.2% | +17.8% |
| 3M | +4.2% | -23.0% | +27.3% | +8.9% |
| 6M | -8.2% | -40.3% | +32.1% | +0.1% |
| YTD | -24.1% | -23.5% | -0.6% | -22.1% |
| 1Y | -31.2% | -31.1% | -0.1% | -28.1% |
| 3Y | +35.0% | +38.3% | -3.4% | +16.4% |
| 5Y | +52.6% | +34.6% | +18.0% | +27.7% |
| 10Y | +261.9% | +285.4% | -23.5% | +107.5% |
| All | +582.1% | -51.1% | +633.2% | +477.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling