+139.7%
UMC vs LDOS
+31.0%
+108.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -2.2% |
| 7D | +17.8% | -3.5% | +21.2% | +17.4% |
| 30D | -29.6% | +9.5% | -39.1% | -29.1% |
| 3M | -18.4% | -6.3% | -12.1% | -18.4% |
| 6M | -0.1% | +2.8% | -3.0% | +1.4% |
| YTD | +104.0% | -26.6% | +130.7% | +105.1% |
| 1Y | +121.5% | -31.3% | +152.8% | +123.5% |
| All | +139.7% | +31.0% | +108.7% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling