+48.7%
ULTA vs LDOS
+43.9%
+4.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | +9.0% | -5.4% | +14.4% | +10.1% |
| 30D | +4.6% | +4.9% | -0.3% | +3.5% |
| 3M | +22.0% | +7.2% | +14.8% | +20.1% |
| 6M | -14.7% | -24.2% | +9.5% | -10.4% |
| YTD | -6.8% | -25.8% | +19.0% | -2.1% |
| 1Y | +6.5% | -24.7% | +31.3% | +11.1% |
| 3Y | +35.6% | +39.3% | -3.7% | +18.0% |
| All | +48.7% | +43.9% | +4.8% | +24.0% |
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