+65.0%
UBER vs LDOS
+96.6%
-31.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.5% |
| 7D | +5.1% | -7.2% | +12.3% | +7.7% |
| 30D | +0.2% | +16.8% | -16.6% | -5.1% |
| 3M | -2.7% | -1.6% | -1.1% | -2.5% |
| 6M | -13.4% | -1.0% | -12.4% | -13.8% |
| YTD | -16.1% | -25.8% | +9.7% | -8.6% |
| 1Y | -25.5% | -31.1% | +5.5% | -16.8% |
| 3Y | +42.5% | +32.8% | +9.7% | +21.2% |
| 5Y | +45.3% | +49.4% | -4.0% | +12.7% |
| All | +65.0% | +96.6% | -31.6% | -8.7% |
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 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