+1,654.0%
UMC vs LDOS
+274.0%
+1,380.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.5% |
| 7D | +5.0% | -5.4% | +10.4% | +5.8% |
| 30D | +7.7% | +4.9% | +2.8% | +6.7% |
| 3M | +1.7% | +7.2% | -5.5% | +0.4% |
| 6M | +113.9% | -24.2% | +138.2% | +123.7% |
| YTD | +168.9% | -25.8% | +194.7% | +180.4% |
| 1Y | +207.2% | -24.7% | +231.9% | +218.7% |
| 3Y | +227.7% | +39.3% | +188.4% | +190.3% |
| 5Y | +118.0% | +43.3% | +74.7% | +89.2% |
| All | +1,654.0% | +274.0% | +1,380.0% | +1,224.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling