+125.5%
ULTA vs LDOS
+260.1%
-134.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.2% | -1.6% |
| 7D | +0.7% | -7.1% | +7.8% | +3.4% |
| 30D | -2.8% | -6.1% | +3.2% | -0.7% |
| 3M | +18.7% | +5.6% | +13.1% | +15.4% |
| 6M | -15.0% | -26.9% | +11.9% | -5.3% |
| YTD | -9.2% | -27.9% | +18.7% | +0.7% |
| 1Y | +5.7% | -26.8% | +32.5% | +15.8% |
| 3Y | +32.8% | +39.6% | -6.8% | +5.0% |
| 5Y | +46.0% | +39.4% | +6.6% | +12.1% |
| 10Y | +125.5% | +260.0% | -134.5% | +40.1% |
| All | +125.5% | +260.1% | -134.6% | +40.1% |
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