+498.3%
LDOS vs NVMI
+15,404.0%
-14,905.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.7% | -14.0% | -3.1% |
| 7D | -7.2% | +0.3% | -7.5% | -7.3% |
| 30D | +16.8% | -17.1% | +33.9% | +18.2% |
| 3M | -1.6% | -17.9% | +16.3% | -0.6% |
| 6M | -1.0% | -41.4% | +40.4% | +1.9% |
| YTD | -25.8% | -4.6% | -21.1% | -26.8% |
| 1Y | -31.1% | -0.3% | -30.8% | -32.3% |
| 3Y | +32.8% | +214.5% | -181.7% | +16.7% |
| 5Y | +49.4% | +148.5% | -99.1% | +32.1% |
| 10Y | +253.9% | +2,435.9% | -2,182.0% | +163.2% |
| All | +498.3% | +15,404.0% | -14,905.6% | +298.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling