+65.5%
UBER vs LDOS
+101.3%
-35.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +4.6% | -3.7% | +8.3% | +5.8% |
| 30D | -0.4% | +16.4% | -16.8% | -5.6% |
| 3M | +0.9% | +7.4% | -6.5% | -1.9% |
| 6M | -5.7% | -0.3% | -5.4% | -6.4% |
| YTD | -15.8% | -24.0% | +8.2% | -9.1% |
| 1Y | -25.8% | -29.6% | +3.7% | -17.7% |
| 3Y | +44.0% | +35.1% | +8.9% | +21.9% |
| 5Y | +45.8% | +52.9% | -7.2% | +12.2% |
| All | +65.5% | +101.3% | -35.8% | -9.1% |
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