+3,996.1%
URI vs LDOS
+494.7%
+3,501.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | -2.0% | -5.4% | +3.4% | +1.1% |
| 30D | -12.9% | +4.9% | -17.8% | -15.6% |
| 3M | -6.7% | +7.2% | -13.9% | -11.6% |
| 6M | +19.0% | -24.2% | +43.2% | +36.3% |
| YTD | +25.5% | -25.8% | +51.3% | +43.9% |
| 1Y | +5.5% | -24.7% | +30.3% | +19.4% |
| 3Y | +111.3% | +39.3% | +72.0% | +59.0% |
| 5Y | +198.6% | +43.3% | +155.2% | +115.7% |
| 10Y | +1,179.9% | +278.6% | +901.3% | +406.8% |
| All | +3,996.1% | +494.7% | +3,501.4% | +1,021.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling