+108.7%
USB vs LDOS
+278.0%
-169.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +1.4% | -5.4% | +6.9% | +3.8% |
| 30D | -1.3% | +4.9% | -6.2% | -3.7% |
| 3M | +15.2% | +7.2% | +8.1% | +10.6% |
| 6M | +18.8% | -24.2% | +43.1% | +32.8% |
| YTD | +21.0% | -25.8% | +46.8% | +35.3% |
| 1Y | +34.0% | -24.7% | +58.7% | +48.3% |
| 3Y | +95.3% | +39.3% | +56.0% | +53.4% |
| 5Y | +40.4% | +43.3% | -2.9% | +5.9% |
| All | +108.7% | +278.0% | -169.3% | +14.9% |
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