+21.6%
ULTA vs LDOS
-32.8%
+54.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -1.0% |
| 7D | +0.2% | -3.5% | +3.6% | +0.6% |
| 30D | +12.4% | +9.5% | +2.9% | +11.6% |
| 3M | +22.4% | -6.3% | +28.7% | +22.6% |
| 6M | +28.9% | +2.8% | +26.0% | +28.1% |
| YTD | +7.6% | -26.6% | +34.2% | +8.2% |
| 1Y | +21.6% | -31.3% | +52.9% | +16.3% |
| All | +21.6% | -32.8% | +54.4% | +16.3% |
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