+40.4%
UNP vs LDOS
+51.2%
-10.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | +2.1% | -3.5% | +5.6% | +2.8% |
| 30D | +7.7% | +9.5% | -1.8% | +5.8% |
| 3M | +4.0% | -6.3% | +10.3% | +5.1% |
| 6M | +15.7% | +2.8% | +12.9% | +14.5% |
| YTD | +33.5% | -26.6% | +60.1% | +40.7% |
| 1Y | +38.9% | -31.3% | +70.2% | +48.8% |
| 3Y | +53.7% | +30.9% | +22.7% | +34.1% |
| 5Y | +40.4% | +49.4% | -8.9% | +19.9% |
| All | +40.4% | +51.2% | -10.8% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling