-12.2%
UNH vs LDOS
+39.7%
-52.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | +1.1% | -5.4% | +6.5% | +1.7% |
| 30D | -3.8% | +4.9% | -8.7% | -4.5% |
| 3M | +0.7% | +7.2% | -6.4% | -0.2% |
| 6M | +37.9% | -24.2% | +62.1% | +44.7% |
| YTD | +21.9% | -25.8% | +47.7% | +27.9% |
| 1Y | +31.4% | -24.7% | +56.1% | +37.3% |
| All | -12.2% | +39.7% | -52.0% | -14.2% |
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 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