+2,086.4%
ULTA vs LDOS
+455.7%
+1,630.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.1% |
| 7D | +0.7% | -7.2% | +7.9% | +3.6% |
| 30D | +18.2% | +16.8% | +1.4% | +11.0% |
| 3M | +19.7% | -1.6% | +21.3% | +19.8% |
| 6M | +20.5% | -1.0% | +21.5% | +19.5% |
| YTD | +6.6% | -25.8% | +32.3% | +17.1% |
| 1Y | +26.5% | -31.1% | +57.5% | +43.0% |
| 3Y | +67.0% | +32.8% | +34.2% | +37.0% |
| 5Y | +64.5% | +49.4% | +15.2% | +24.3% |
| 10Y | +182.6% | +253.9% | -71.3% | +43.0% |
| All | +2,086.4% | +455.7% | +1,630.7% | +686.8% |
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