+1,324.6%
URI vs LDOS
+256.7%
+1,067.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -7.2% |
| 7D | -12.9% | -3.7% | -9.2% | -11.4% |
| 30D | -3.4% | +16.4% | -19.8% | -11.2% |
| 3M | -10.0% | +7.4% | -17.4% | -14.4% |
| 6M | +12.2% | -0.3% | +12.5% | +10.2% |
| YTD | +29.8% | -24.0% | +53.8% | +46.1% |
| 1Y | +24.6% | -29.6% | +54.2% | +46.7% |
| 3Y | +137.6% | +35.1% | +102.5% | +76.9% |
| 5Y | +176.6% | +52.9% | +123.7% | +84.2% |
| All | +1,324.6% | +256.7% | +1,067.9% | +308.7% |
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