+69.2%
ULTA vs LDOS
+30.5%
+38.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +2.5% | -1.6% | +4.1% | +2.7% |
| 30D | +11.5% | +8.2% | +3.3% | +10.2% |
| 3M | +28.1% | -8.2% | +36.3% | +29.5% |
| 6M | +34.2% | +5.8% | +28.4% | +32.8% |
| YTD | +9.2% | -27.0% | +36.2% | +13.6% |
| 1Y | +23.7% | -31.0% | +54.7% | +29.9% |
| 3Y | +69.2% | +29.3% | +39.9% | +17.6% |
| All | +69.2% | +30.5% | +38.7% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling