+308.4%
UAL vs LDOS
+508.5%
-200.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.7% | +7.3% | +7.6% |
| 7D | +11.9% | -2.8% | +14.7% | +13.4% |
| 30D | +5.2% | +13.6% | -8.4% | -1.6% |
| 3M | -12.7% | +4.2% | -16.9% | -15.5% |
| 6M | +28.5% | -8.2% | +36.7% | +31.0% |
| YTD | +3.5% | -24.1% | +27.6% | +15.0% |
| 1Y | +27.5% | -31.2% | +58.8% | +48.7% |
| 3Y | +208.6% | +35.0% | +173.6% | +142.3% |
| 5Y | +135.6% | +52.6% | +82.9% | +66.8% |
| 10Y | +102.3% | +261.9% | -159.6% | -8.2% |
| All | +308.4% | +508.5% | -200.1% | +30.5% |
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