+5.7%
ULTA vs LDOS
-26.7%
+32.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.2% | -2.4% |
| 7D | +0.7% | -7.1% | +7.8% | +1.2% |
| 30D | -2.8% | -6.1% | +3.2% | -2.4% |
| 3M | +18.7% | +5.6% | +13.1% | +18.2% |
| 6M | -15.0% | -26.9% | +11.9% | -15.0% |
| YTD | -9.2% | -27.9% | +18.7% | -8.6% |
| 1Y | +5.7% | -26.8% | +32.5% | +4.8% |
| All | +5.7% | -26.7% | +32.4% | +4.8% |
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