+45.5%
UNP vs LDOS
+32.3%
+13.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.3% |
| 7D | -4.6% | -7.2% | +2.7% | -3.6% |
| 30D | +5.6% | +16.8% | -11.2% | +3.5% |
| 3M | -1.3% | -1.6% | +0.3% | -1.2% |
| 6M | +9.2% | -1.0% | +10.2% | +9.0% |
| YTD | +27.3% | -25.8% | +53.1% | +31.6% |
| 1Y | +35.9% | -31.1% | +67.0% | +42.3% |
| 3Y | +45.5% | +32.8% | +12.7% | +25.1% |
| All | +45.5% | +32.3% | +13.2% | +25.1% |
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