+43.3%
UPS vs LDOS
+228.4%
-185.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.3% |
| 7D | -0.6% | -3.5% | +2.9% | +0.3% |
| 30D | +16.4% | +9.5% | +6.9% | +13.5% |
| 3M | +7.9% | -6.3% | +14.2% | +9.5% |
| 6M | +15.8% | +2.8% | +13.0% | +14.0% |
| YTD | +16.6% | -26.6% | +43.2% | +25.2% |
| 1Y | +22.3% | -31.3% | +53.6% | +33.9% |
| 3Y | -6.2% | +30.9% | -37.1% | -19.7% |
| 5Y | -34.4% | +49.4% | -83.8% | -47.5% |
| All | +43.3% | +228.4% | -185.1% | -11.9% |
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 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