+172.9%
UPS vs LDOS
+494.7%
-321.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -2.9% | -5.4% | +2.5% | -1.4% |
| 30D | -3.5% | +4.9% | -8.4% | -5.1% |
| 3M | -5.7% | +7.2% | -12.9% | -8.3% |
| 6M | -4.4% | -24.2% | +19.9% | +2.6% |
| YTD | +8.0% | -25.8% | +33.8% | +15.8% |
| 1Y | +29.0% | -24.7% | +53.7% | +37.4% |
| 3Y | -27.7% | +39.3% | -67.0% | -38.1% |
| 5Y | -34.3% | +43.3% | -77.7% | -45.2% |
| 10Y | +37.8% | +278.6% | -240.8% | -17.6% |
| All | +172.9% | +494.7% | -321.9% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling