+222.8%
LDOS vs NVMI
+2,574.6%
-2,351.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -1.7% |
| 7D | -3.5% | +16.9% | -20.3% | -5.2% |
| 30D | +9.5% | -4.3% | +13.8% | +9.8% |
| 3M | -6.3% | -19.3% | +13.0% | -4.6% |
| 6M | +2.8% | -33.6% | +36.4% | +5.9% |
| YTD | -26.6% | -0.2% | -26.4% | -29.3% |
| 1Y | -31.3% | +5.1% | -36.3% | -34.3% |
| 3Y | +30.9% | +193.2% | -162.3% | +1.2% |
| 5Y | +49.4% | +148.6% | -99.2% | +15.7% |
| All | +222.8% | +2,574.6% | -2,351.8% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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