+1,340.7%
URI vs LDOS
+248.5%
+1,092.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.3% |
| 7D | -9.8% | -7.2% | -2.6% | -6.4% |
| 30D | +1.7% | +16.8% | -15.1% | -6.7% |
| 3M | -9.1% | -1.6% | -7.5% | -9.1% |
| 6M | +9.9% | -1.0% | +10.8% | +8.2% |
| YTD | +31.2% | -25.8% | +57.0% | +49.5% |
| 1Y | +25.9% | -31.1% | +57.0% | +49.9% |
| 3Y | +147.4% | +32.8% | +114.6% | +85.7% |
| 5Y | +179.7% | +49.4% | +130.4% | +88.5% |
| All | +1,340.7% | +248.5% | +1,092.2% | +318.3% |
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