+39.5%
UL vs LDOS
+35.4%
+4.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +5.5% | -3.7% | +9.2% | +5.9% |
| 30D | +11.4% | +16.4% | -5.0% | +10.0% |
| 3M | +6.0% | +7.4% | -1.4% | +5.3% |
| 6M | +18.0% | -0.3% | +18.3% | +17.4% |
| YTD | +6.2% | -24.0% | +30.2% | +7.0% |
| 1Y | +1.5% | -29.6% | +31.1% | +3.1% |
| All | +39.5% | +35.4% | +4.1% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling