-31.2%
LDOS vs NWSA
+18.2%
-49.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.1% |
| 7D | -2.8% | +4.3% | -7.1% | -3.6% |
| 30D | +13.6% | +5.6% | +8.0% | +12.4% |
| 3M | +4.2% | +7.3% | -3.0% | +2.8% |
| 6M | -8.2% | +18.8% | -27.1% | -10.9% |
| YTD | -24.1% | +17.9% | -42.0% | -26.2% |
| 1Y | -31.2% | +19.3% | -50.6% | -33.4% |
| All | -31.2% | +18.2% | -49.5% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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