+66.1%
ULTA vs LDOS
+49.1%
+17.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.3% |
| 7D | +0.7% | -7.2% | +7.9% | +2.1% |
| 30D | +18.2% | +16.8% | +1.4% | +14.7% |
| 3M | +19.7% | -1.6% | +21.3% | +19.8% |
| 6M | +20.5% | -1.0% | +21.5% | +20.2% |
| YTD | +6.6% | -25.8% | +32.3% | +11.8% |
| 1Y | +26.5% | -31.1% | +57.5% | +34.7% |
| 3Y | +67.0% | +32.8% | +34.2% | +45.8% |
| All | +66.1% | +49.1% | +17.0% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling