+6.5%
ULTA vs LDOS
-24.0%
+30.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | +9.0% | -5.4% | +14.4% | +9.4% |
| 30D | +4.6% | +4.9% | -0.3% | +4.2% |
| 3M | +22.0% | +7.2% | +14.8% | +21.3% |
| 6M | -14.7% | -24.2% | +9.5% | -14.9% |
| YTD | -6.8% | -25.8% | +19.0% | -6.4% |
| 1Y | +6.5% | -24.7% | +31.3% | +5.5% |
| All | +6.5% | -24.0% | +30.6% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling