+117.8%
UAL vs LDOS
+278.0%
-160.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.2% |
| 7D | +0.7% | -5.4% | +6.1% | +3.4% |
| 30D | -16.1% | +4.9% | -21.0% | -18.6% |
| 3M | +6.1% | +7.2% | -1.0% | +1.2% |
| 6M | +10.8% | -24.2% | +35.1% | +25.5% |
| YTD | -0.4% | -25.8% | +25.4% | +12.9% |
| 1Y | +5.0% | -24.7% | +29.7% | +17.2% |
| 3Y | +124.0% | +39.3% | +84.7% | +68.2% |
| 5Y | +141.0% | +43.3% | +97.7% | +70.9% |
| All | +117.8% | +278.0% | -160.2% | +7.3% |
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