+82.2%
UBER vs LDOS
+96.6%
-14.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -3.9% | -5.4% | +1.5% | -2.1% |
| 30D | +11.1% | +4.9% | +6.2% | +9.2% |
| 3M | +4.9% | +7.2% | -2.3% | +1.9% |
| 6M | -1.2% | -24.2% | +23.1% | +8.0% |
| YTD | -7.3% | -25.8% | +18.5% | +1.2% |
| 1Y | -17.6% | -24.7% | +7.1% | -10.8% |
| 3Y | +61.1% | +39.3% | +21.8% | +34.7% |
| 5Y | +87.9% | +43.3% | +44.6% | +49.0% |
| All | +82.2% | +96.6% | -14.3% | +1.1% |
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