+654.3%
UMC vs LDOS
+495.0%
+159.3%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.2% |
| 7D | -17.0% | -7.2% | -9.8% | -15.3% |
| 30D | -40.6% | +16.8% | -57.4% | -43.4% |
| 3M | -27.9% | -1.6% | -26.3% | -28.1% |
| 6M | -7.5% | -1.0% | -6.5% | -8.5% |
| YTD | +79.3% | -25.8% | +105.1% | +90.6% |
| 1Y | +92.8% | -31.1% | +123.9% | +109.7% |
| 3Y | +108.2% | +32.8% | +75.4% | +75.8% |
| 5Y | +68.4% | +49.4% | +19.1% | +33.4% |
| 10Y | +1,107.7% | +253.9% | +853.9% | +526.9% |
| All | +654.3% | +495.0% | +159.3% | +173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling