+45.2%
LDOS vs NVMI
+266.4%
-221.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.2% |
| 7D | -5.4% | +6.6% | -12.0% | -5.8% |
| 30D | +4.9% | -7.5% | +12.4% | +5.3% |
| 3M | +7.2% | -28.5% | +35.7% | +8.8% |
| 6M | -24.2% | -15.7% | -8.5% | -24.4% |
| YTD | -25.8% | +13.3% | -39.1% | -28.0% |
| 1Y | -24.7% | +48.3% | -73.0% | -28.7% |
| 3Y | +39.3% | +191.2% | -152.0% | +20.4% |
| All | +45.2% | +266.4% | -221.2% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling