-19.9%
USAR vs LDOS
+51.6%
-71.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.0% |
| 7D | +8.8% | -3.5% | +12.2% | +9.3% |
| 30D | -28.5% | +9.5% | -38.0% | -30.0% |
| 3M | -56.2% | -6.3% | -49.9% | -55.8% |
| 6M | -68.4% | +2.8% | -71.2% | -68.7% |
| YTD | -32.2% | -26.6% | -5.5% | -27.7% |
| 1Y | -52.3% | -31.3% | -21.0% | -48.6% |
| 3Y | -21.2% | +30.9% | -52.1% | -18.3% |
| All | -19.9% | +51.6% | -71.5% | -16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling