+32.8%
ULTA vs LDOS
+39.7%
-7.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.2% | -2.2% |
| 7D | +0.7% | -7.1% | +7.8% | +1.7% |
| 30D | -2.8% | -6.1% | +3.2% | -2.0% |
| 3M | +18.7% | +5.6% | +13.1% | +17.5% |
| 6M | -15.0% | -26.9% | +11.9% | -11.2% |
| YTD | -9.2% | -27.9% | +18.7% | -5.2% |
| 1Y | +5.7% | -26.8% | +32.5% | +9.5% |
| 3Y | +32.8% | +39.6% | -6.8% | +13.7% |
| All | +32.8% | +39.7% | -7.0% | +13.7% |
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