+120.5%
URI vs LDOS
+39.7%
+80.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -2.0% | -5.4% | +3.4% | -0.5% |
| 30D | -12.9% | +4.9% | -17.8% | -14.2% |
| 3M | -6.7% | +7.2% | -13.9% | -8.7% |
| 6M | +19.0% | -24.2% | +43.2% | +29.9% |
| YTD | +25.5% | -25.8% | +51.3% | +37.1% |
| 1Y | +5.5% | -24.7% | +30.3% | +14.5% |
| All | +120.5% | +39.7% | +80.8% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling