+115.0%
UMC vs LDOS
-27.6%
+142.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -1.9% |
| 7D | -14.7% | -2.8% | -11.9% | -15.1% |
| 30D | -32.9% | +13.6% | -46.4% | -30.9% |
| 3M | -22.2% | +4.2% | -26.4% | -20.9% |
| 6M | +25.9% | -8.2% | +34.1% | +28.2% |
| YTD | +107.9% | -24.1% | +132.0% | +102.3% |
| 1Y | +115.0% | -31.2% | +146.3% | +109.2% |
| All | +115.0% | -27.6% | +142.7% | +109.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling