+1,341.4%
UMC vs LDOS
+241.3%
+1,100.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.4% | +9.4% | +7.2% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | -28.7% | +10.1% | -38.8% | -29.8% |
| 3M | -15.1% | -4.7% | -10.4% | -14.8% |
| 6M | +5.0% | +5.6% | -0.6% | +3.7% |
| YTD | +108.2% | -25.1% | +133.3% | +116.4% |
| 1Y | +121.7% | -31.7% | +153.4% | +134.7% |
| 3Y | +139.8% | +33.7% | +106.1% | +113.7% |
| 5Y | +85.1% | +54.4% | +30.7% | +57.2% |
| 10Y | +1,341.4% | +236.4% | +1,104.9% | +961.7% |
| All | +1,341.4% | +241.3% | +1,100.1% | +961.7% |
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