+92.7%
USB vs LDOS
+256.7%
-164.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -1.5% | -3.7% | +2.2% | 0.0% |
| 30D | +4.3% | +16.4% | -12.1% | -2.6% |
| 3M | -6.1% | +7.4% | -13.5% | -9.7% |
| 6M | +9.4% | -0.3% | +9.7% | +8.0% |
| YTD | +15.2% | -24.0% | +39.2% | +27.0% |
| 1Y | +32.8% | -29.6% | +62.3% | +51.8% |
| 3Y | +91.3% | +35.1% | +56.2% | +51.9% |
| 5Y | +22.7% | +52.9% | -30.2% | -11.1% |
| All | +92.7% | +256.7% | -164.0% | -0.4% |
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