+1,812.9%
ULTA vs LDOS
+455.4%
+1,357.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.1% |
| 7D | +9.0% | -5.4% | +14.4% | +11.4% |
| 30D | +4.6% | +4.9% | -0.3% | +2.3% |
| 3M | +22.0% | +7.2% | +14.8% | +17.5% |
| 6M | -14.7% | -24.2% | +9.5% | -5.7% |
| YTD | -6.8% | -25.8% | +19.0% | +2.8% |
| 1Y | +6.5% | -24.7% | +31.3% | +16.1% |
| 3Y | +35.6% | +39.3% | -3.7% | +8.9% |
| 5Y | +47.6% | +43.3% | +4.3% | +13.8% |
| 10Y | +128.9% | +278.6% | -149.7% | +12.5% |
| All | +1,812.9% | +455.4% | +1,357.5% | +590.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling