+99.3%
UL vs LDOS
+262.7%
-163.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.5% |
| 7D | +0.3% | -5.8% | +6.1% | +1.4% |
| 30D | +7.0% | +11.6% | -4.6% | +4.7% |
| 3M | +5.8% | -1.0% | +6.8% | +5.8% |
| 6M | +16.1% | +5.1% | +11.1% | +14.4% |
| YTD | +4.5% | -24.0% | +28.5% | +8.9% |
| 1Y | -1.3% | -30.3% | +29.0% | +4.8% |
| 3Y | +35.0% | +37.0% | -2.0% | +19.9% |
| 5Y | +31.9% | +53.4% | -21.4% | +12.1% |
| 10Y | +99.3% | +252.0% | -152.7% | +52.8% |
| All | +99.3% | +262.7% | -163.4% | +52.8% |
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