-30.2%
LDOS vs NWSA
-0.3%
-29.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | -5.8% | -10.5% | +4.7% | -4.5% |
| 30D | +11.6% | -8.8% | +20.3% | +12.8% |
| 3M | -1.0% | -6.5% | +5.5% | -0.3% |
| 6M | +5.1% | -1.3% | +6.4% | +4.4% |
| YTD | -24.0% | +2.5% | -26.5% | -24.8% |
| All | -30.2% | -0.3% | -29.9% | -30.7% |
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