+42.6%
LDOS vs NVDX
+833.4%
-790.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -2.8% |
| 7D | -7.1% | +7.3% | -14.4% | -7.3% |
| 30D | -6.1% | -0.9% | -5.1% | -6.1% |
| 3M | +5.6% | +8.4% | -2.8% | +5.3% |
| 6M | -26.9% | +38.2% | -65.1% | -27.7% |
| YTD | -27.9% | +19.3% | -47.2% | -28.6% |
| 1Y | -26.8% | +33.3% | -60.1% | -27.9% |
| All | +42.6% | +833.4% | -790.8% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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