+293.8%
UNP vs LDOS
+262.7%
+31.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +1.6% |
| 7D | -3.3% | -5.8% | +2.6% | -1.4% |
| 30D | +6.7% | +11.6% | -4.9% | +2.8% |
| 3M | +1.8% | -1.0% | +2.8% | +1.7% |
| 6M | +13.3% | +5.1% | +8.3% | +10.3% |
| YTD | +30.3% | -24.0% | +54.4% | +40.4% |
| 1Y | +36.9% | -30.3% | +67.2% | +52.3% |
| 3Y | +50.9% | +37.0% | +14.0% | +23.4% |
| 5Y | +37.9% | +53.4% | -15.4% | +4.8% |
| 10Y | +293.8% | +252.0% | +41.8% | +115.4% |
| All | +293.8% | +262.7% | +31.1% | +115.4% |
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 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