+225.1%
UNH vs LDOS
+241.3%
-16.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.2% |
| 7D | -1.6% | -1.3% | -0.3% | -1.2% |
| 30D | +6.5% | +10.1% | -3.7% | +3.1% |
| 3M | +0.8% | -4.7% | +5.5% | +1.8% |
| 6M | +6.1% | +5.6% | +0.5% | +2.8% |
| YTD | +24.5% | -25.1% | +49.6% | +34.4% |
| 1Y | +26.3% | -31.7% | +58.0% | +41.0% |
| 3Y | -20.7% | +33.7% | -54.4% | -33.6% |
| 5Y | -3.6% | +54.4% | -57.9% | -25.7% |
| 10Y | +225.1% | +236.4% | -11.4% | +96.7% |
| All | +225.1% | +241.3% | -16.2% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling