+176.6%
URI vs LDOS
+52.0%
+124.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -7.2% |
| 7D | -12.9% | -3.7% | -9.2% | -11.9% |
| 30D | -3.4% | +16.4% | -19.8% | -8.5% |
| 3M | -10.0% | +7.4% | -17.4% | -12.8% |
| 6M | +12.2% | -0.3% | +12.5% | +11.5% |
| YTD | +29.8% | -24.0% | +53.8% | +42.3% |
| 1Y | +24.6% | -29.6% | +54.2% | +41.2% |
| 3Y | +137.6% | +35.1% | +102.5% | +90.0% |
| 5Y | +176.6% | +52.9% | +123.7% | +111.2% |
| All | +176.6% | +52.0% | +124.7% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling