+4,458.2%
URI vs LDOS
+508.5%
+3,949.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.8% |
| 7D | -4.3% | -2.8% | -1.5% | -3.0% |
| 30D | +4.6% | +13.6% | -9.0% | -2.9% |
| 3M | -2.1% | +4.2% | -6.3% | -5.5% |
| 6M | +21.9% | -8.2% | +30.1% | +24.7% |
| YTD | +39.7% | -24.1% | +63.8% | +56.9% |
| 1Y | +32.9% | -31.2% | +64.1% | +57.9% |
| 3Y | +155.8% | +35.0% | +120.8% | +95.4% |
| 5Y | +202.4% | +52.6% | +149.8% | +109.2% |
| 10Y | +1,517.7% | +261.9% | +1,255.9% | +553.6% |
| All | +4,458.2% | +508.5% | +3,949.8% | +1,122.6% |
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