+44.3%
UPS vs LDOS
+262.7%
-218.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.1% | +1.8% |
| 7D | +1.1% | -5.8% | +7.0% | +2.7% |
| 30D | +17.3% | +11.6% | +5.8% | +13.8% |
| 3M | +7.9% | -1.0% | +8.9% | +7.8% |
| 6M | +13.7% | +5.1% | +8.7% | +11.3% |
| YTD | +17.2% | -24.0% | +41.2% | +24.7% |
| 1Y | +23.2% | -30.3% | +53.5% | +34.5% |
| 3Y | -5.9% | +37.0% | -42.8% | -20.4% |
| 5Y | -33.1% | +53.4% | -86.4% | -46.7% |
| 10Y | +44.3% | +252.0% | -207.6% | -10.6% |
| All | +44.3% | +262.7% | -218.3% | -10.6% |
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