+489.9%
LDOS vs UUUU
-92.0%
+581.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -5.4% | -1.4% | -4.0% | -5.4% |
| 30D | +4.9% | +16.3% | -11.4% | +4.1% |
| 3M | +7.2% | -16.7% | +23.9% | +7.7% |
| 6M | -24.2% | -33.7% | +9.4% | -23.4% |
| YTD | -25.8% | -0.5% | -25.3% | -26.6% |
| 1Y | -24.7% | +28.9% | -53.6% | -26.8% |
| 3Y | +39.3% | +99.9% | -60.6% | +30.5% |
| 5Y | +43.3% | +135.3% | -92.0% | +30.7% |
| 10Y | +278.6% | +518.4% | -239.8% | +215.9% |
| All | +489.9% | -92.0% | +581.9% | +398.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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