+293.0%
UAL vs LDOS
+494.7%
-201.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 6M | +10.8% | -24.2% | +35.1% | +25.1% |
| YTD | -0.4% | -25.8% | +25.4% | +12.5% |
| 1Y | +5.0% | -24.7% | +29.7% | +17.0% |
| 3Y | +124.0% | +39.3% | +84.7% | +73.2% |
| 5Y | +141.0% | +43.3% | +97.7% | +77.4% |
| 10Y | +118.0% | +278.6% | -160.6% | -3.1% |
| All | +293.0% | +494.7% | -201.8% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling