+28.8%
ULTA vs LDOS
-30.4%
+59.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.8% | +2.9% |
| 7D | +4.3% | -5.8% | +10.1% | +4.9% |
| 30D | +16.6% | +11.6% | +5.0% | +15.5% |
| 3M | +17.7% | -1.0% | +18.7% | +17.3% |
| 6M | +27.5% | +5.1% | +22.5% | +26.3% |
| YTD | +9.9% | -24.0% | +34.0% | +10.0% |
| All | +28.8% | -30.4% | +59.2% | +20.3% |
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