+252.0%
LDOS vs NWSA
+159.6%
+92.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | -5.8% | -10.5% | +4.7% | -3.1% |
| 30D | +11.6% | -8.8% | +20.3% | +14.1% |
| 3M | -1.0% | -6.5% | +5.5% | +0.5% |
| 6M | +5.1% | -1.3% | +6.4% | +4.7% |
| YTD | -24.0% | +2.5% | -26.5% | -25.5% |
| 1Y | -30.3% | +0.2% | -30.5% | -31.2% |
| 3Y | +37.0% | +27.6% | +9.3% | +24.2% |
| 5Y | +53.4% | +17.0% | +36.4% | +39.1% |
| 10Y | +252.0% | +148.3% | +103.6% | +132.1% |
| All | +252.0% | +159.6% | +92.3% | +132.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling