+503.8%
LDOS vs NVMI
+16,762.4%
-16,258.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.6% | -7.0% | -2.8% |
| 7D | -1.3% | +15.3% | -16.6% | -2.4% |
| 30D | +10.1% | +0.1% | +10.0% | +9.9% |
| 3M | -4.7% | -14.0% | +9.3% | -4.0% |
| 6M | +5.6% | -35.2% | +40.8% | +7.8% |
| YTD | -25.1% | +3.7% | -28.8% | -26.6% |
| 1Y | -31.7% | +10.3% | -42.0% | -33.4% |
| 3Y | +33.7% | +204.8% | -171.1% | +17.9% |
| 5Y | +54.4% | +158.9% | -104.5% | +36.2% |
| 10Y | +236.4% | +2,646.9% | -2,410.5% | +148.7% |
| All | +503.8% | +16,762.4% | -16,258.6% | +299.9% |
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 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