-30.2%
LDOS vs NVMI
+5.1%
-35.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.4% | -4.1% | +2.6% |
| 7D | -5.8% | +9.6% | -15.4% | -5.3% |
| 30D | +11.6% | -5.6% | +17.2% | +11.5% |
| 3M | -1.0% | -15.2% | +14.2% | -1.2% |
| 6M | +5.1% | -36.1% | +41.1% | +4.1% |
| YTD | -24.0% | +1.5% | -25.5% | -31.7% |
| All | -30.2% | +5.1% | -35.4% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling