+1,272.7%
UMC vs LDOS
+226.9%
+1,045.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.2% |
| 7D | +11.2% | -1.6% | +12.8% | +11.4% |
| 30D | -28.0% | +8.2% | -36.3% | -29.0% |
| 3M | -20.5% | -8.2% | -12.4% | -19.8% |
| 6M | -1.6% | +5.8% | -7.4% | -2.9% |
| YTD | +99.4% | -27.0% | +126.3% | +107.9% |
| 1Y | +120.4% | -31.0% | +151.4% | +132.4% |
| 3Y | +134.2% | +29.3% | +104.9% | +109.9% |
| 5Y | +78.8% | +48.7% | +30.1% | +52.8% |
| All | +1,272.7% | +226.9% | +1,045.8% | +924.1% |
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