+101.3%
USB vs LDOS
+257.0%
-155.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | +2.4% | -2.8% | +5.2% | +3.5% |
| 30D | +6.6% | +13.6% | -7.0% | +0.6% |
| 3M | -4.1% | +4.2% | -8.3% | -6.6% |
| 6M | +12.5% | -8.2% | +20.7% | +15.0% |
| YTD | +17.6% | -24.1% | +41.7% | +29.8% |
| 1Y | +36.5% | -31.2% | +67.7% | +57.8% |
| 3Y | +95.4% | +35.0% | +60.4% | +55.2% |
| 5Y | +26.1% | +52.6% | -26.5% | -8.5% |
| 10Y | +101.3% | +261.9% | -160.6% | +3.2% |
| All | +101.3% | +257.0% | -155.7% | +3.2% |
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