+26.3%
UL vs LDOS
+39.7%
-13.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -1.3% | -5.4% | +4.1% | -0.9% |
| 30D | +0.5% | +4.9% | -4.4% | +0.1% |
| 3M | +17.6% | +7.2% | +10.4% | +16.6% |
| 6M | -5.4% | -24.2% | +18.9% | -4.2% |
| YTD | +0.7% | -25.8% | +26.5% | +1.7% |
| 1Y | -9.3% | -24.7% | +15.5% | -8.6% |
| All | +26.3% | +39.7% | -13.4% | +14.2% |
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