+719.1%
UMC vs LDOS
+515.5%
+203.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | -8.3% | +1.9% | -10.2% | -8.8% |
| 30D | -34.5% | +12.8% | -47.3% | -36.9% |
| 3M | -20.0% | -1.0% | -18.9% | -20.3% |
| 6M | -0.7% | +6.2% | -6.9% | -3.8% |
| YTD | +94.7% | -23.2% | +117.9% | +105.2% |
| 1Y | +106.0% | -29.5% | +135.5% | +122.8% |
| 3Y | +124.3% | +37.1% | +87.2% | +87.9% |
| 5Y | +78.0% | +55.6% | +22.3% | +39.3% |
| 10Y | +1,225.9% | +249.4% | +976.5% | +596.3% |
| All | +719.1% | +515.5% | +203.6% | +194.2% |
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