+200.6%
UAL vs LDOS
+35.4%
+165.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.6% | -4.6% |
| 7D | +5.0% | -3.7% | +8.7% | +5.9% |
| 30D | -1.2% | +16.4% | -17.6% | -4.6% |
| 3M | -16.8% | +7.4% | -24.2% | -18.5% |
| 6M | +18.0% | -0.3% | +18.3% | +17.9% |
| YTD | -1.2% | -24.0% | +22.8% | +6.8% |
| 1Y | +14.3% | -29.6% | +43.9% | +26.6% |
| All | +200.6% | +35.4% | +165.2% | +159.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling