+98.3%
USB vs LDOS
+39.7%
+58.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.4% | -5.4% | +6.9% | +2.8% |
| 30D | -1.3% | +4.9% | -6.2% | -2.8% |
| 3M | +15.2% | +7.2% | +8.1% | +12.8% |
| 6M | +18.8% | -24.2% | +43.1% | +28.4% |
| YTD | +21.0% | -25.8% | +46.8% | +30.9% |
| 1Y | +34.0% | -24.7% | +58.7% | +44.0% |
| All | +98.3% | +39.7% | +58.5% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling