+95.3%
UL vs LDOS
+248.5%
-153.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.1% |
| 7D | +1.1% | -7.2% | +8.3% | +2.6% |
| 30D | +8.2% | +16.8% | -8.6% | +5.0% |
| 3M | +4.5% | -1.6% | +6.1% | +4.7% |
| 6M | +12.6% | -1.0% | +13.5% | +12.2% |
| YTD | +3.5% | -25.8% | +29.3% | +8.4% |
| 1Y | -0.4% | -31.1% | +30.7% | +5.9% |
| 3Y | +36.0% | +32.8% | +3.2% | +21.7% |
| 5Y | +30.9% | +49.4% | -18.4% | +12.0% |
| All | +95.3% | +248.5% | -153.2% | +57.0% |
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