+106.0%
UMC vs LDOS
-29.6%
+135.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.2% |
| 7D | -8.3% | +1.9% | -10.2% | -7.9% |
| 30D | -34.5% | +12.8% | -47.3% | -32.7% |
| 3M | -20.0% | -1.0% | -18.9% | -19.3% |
| 6M | -0.7% | +6.2% | -6.9% | +4.0% |
| YTD | +94.7% | -23.2% | +117.9% | +89.9% |
| 1Y | +106.0% | -29.5% | +135.5% | +101.1% |
| All | +106.0% | -29.6% | +135.6% | +101.1% |
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 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