+26.1%
USB vs LDOS
+52.4%
-26.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +2.4% | -2.8% | +5.2% | +3.2% |
| 30D | +6.6% | +13.6% | -7.0% | +2.3% |
| 3M | -4.1% | +4.2% | -8.3% | -5.9% |
| 6M | +12.5% | -8.2% | +20.7% | +14.9% |
| YTD | +17.6% | -24.1% | +41.7% | +27.4% |
| 1Y | +36.5% | -31.2% | +67.7% | +53.4% |
| 3Y | +95.4% | +35.0% | +60.4% | +61.1% |
| 5Y | +26.1% | +52.6% | -26.5% | 0.0% |
| All | +26.1% | +52.4% | -26.3% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling