-33.7%
UPS vs LDOS
+43.9%
-77.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -2.9% | -5.4% | +2.5% | -2.1% |
| 30D | -3.5% | +4.9% | -8.4% | -4.3% |
| 3M | -5.7% | +7.2% | -12.9% | -6.9% |
| 6M | -4.4% | -24.2% | +19.9% | +0.2% |
| YTD | +8.0% | -25.8% | +33.8% | +13.1% |
| 1Y | +29.0% | -24.7% | +53.7% | +34.4% |
| 3Y | -27.7% | +39.3% | -67.0% | -37.1% |
| All | -33.7% | +43.9% | -77.6% | -43.4% |
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