+275.9%
UNP vs LDOS
+278.0%
-2.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -5.3% | -5.4% | +0.1% | -3.6% |
| 30D | -1.5% | +4.9% | -6.4% | -3.4% |
| 3M | +10.3% | +7.2% | +3.1% | +6.9% |
| 6M | +9.7% | -24.2% | +33.9% | +19.6% |
| YTD | +27.1% | -25.8% | +52.9% | +38.4% |
| 1Y | +32.6% | -24.7% | +57.3% | +43.2% |
| 3Y | +40.0% | +39.3% | +0.7% | +13.7% |
| 5Y | +50.8% | +43.3% | +7.5% | +18.4% |
| All | +275.9% | +278.0% | -2.1% | +103.0% |
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