+163.4%
URI vs LDOS
+35.2%
+128.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.6% |
| 7D | -4.3% | -2.8% | -1.5% | -3.7% |
| 30D | +4.6% | +13.6% | -9.0% | +1.2% |
| 3M | -2.1% | +4.2% | -6.3% | -3.5% |
| 6M | +21.9% | -8.2% | +30.1% | +24.7% |
| YTD | +39.7% | -24.1% | +63.8% | +51.2% |
| 1Y | +32.9% | -31.2% | +64.1% | +48.9% |
| All | +163.4% | +35.2% | +128.1% | +130.0% |
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