+103.9%
UMC vs LDOS
-30.4%
+134.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.3% | +5.2% | +8.0% |
| 7D | -9.2% | -5.8% | -3.3% | -10.4% |
| 30D | -35.1% | +11.6% | -46.7% | -33.5% |
| 3M | -20.5% | -1.0% | -19.5% | -19.8% |
| 6M | -1.7% | +5.1% | -6.8% | +2.8% |
| YTD | +92.8% | -24.0% | +116.8% | +87.6% |
| All | +103.9% | -30.4% | +134.3% | +98.6% |
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