+275.4%
LDOS vs NWSA
+138.3%
+137.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | -5.4% | -1.9% | -3.5% | -4.9% |
| 30D | +4.9% | +4.6% | +0.3% | +3.4% |
| 3M | +7.2% | +13.2% | -6.0% | +3.1% |
| 6M | -24.2% | +27.0% | -51.2% | -29.7% |
| YTD | -25.8% | +16.8% | -42.6% | -29.6% |
| 1Y | -24.7% | +4.5% | -29.2% | -26.4% |
| 3Y | +39.3% | +46.2% | -6.9% | +21.8% |
| 5Y | +43.3% | +40.9% | +2.4% | +23.0% |
| All | +275.4% | +138.3% | +137.1% | +140.3% |
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