+92.6%
UAL vs LDOS
+248.5%
-155.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +3.1% |
| 7D | +8.2% | -7.2% | +15.4% | +12.0% |
| 30D | +2.3% | +16.8% | -14.5% | -5.4% |
| 3M | -12.7% | -1.6% | -11.1% | -12.8% |
| 6M | +12.7% | -1.0% | +13.7% | +11.2% |
| YTD | +0.8% | -25.8% | +26.6% | +13.7% |
| 1Y | +17.8% | -31.1% | +48.9% | +38.0% |
| 3Y | +206.7% | +32.8% | +173.9% | +135.4% |
| 5Y | +113.9% | +49.4% | +64.5% | +46.0% |
| All | +92.6% | +248.5% | -155.8% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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