+249.4%
LDOS vs NWSA
+149.3%
+100.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.9% | -9.7% | +11.5% | +4.5% |
| 30D | +12.8% | -8.6% | +21.4% | +15.3% |
| 3M | -1.0% | -6.3% | +5.3% | +0.4% |
| 6M | +6.2% | -1.2% | +7.4% | +5.8% |
| YTD | -23.2% | +2.6% | -25.9% | -24.7% |
| 1Y | -29.5% | 0.0% | -29.5% | -30.3% |
| 3Y | +37.1% | +30.1% | +7.0% | +23.6% |
| 5Y | +55.6% | +18.3% | +37.3% | +40.6% |
| 10Y | +249.4% | +149.3% | +100.1% | +130.3% |
| All | +249.4% | +149.3% | +100.1% | +130.3% |
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