-13.0%
USAR vs LDOS
+57.0%
-70.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.3% | +4.2% | +6.1% |
| 7D | -1.1% | -5.8% | +4.8% | -0.1% |
| 30D | -30.3% | +11.6% | -41.8% | -31.9% |
| 3M | -54.7% | -1.0% | -53.7% | -54.7% |
| 6M | -67.5% | +5.1% | -72.6% | -67.8% |
| YTD | -26.4% | -24.0% | -2.3% | -21.9% |
| 1Y | -49.5% | -30.3% | -19.3% | -45.9% |
| 3Y | -14.5% | +37.0% | -51.4% | -11.7% |
| All | -13.0% | +57.0% | -70.0% | -10.2% |
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 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