-31.0%
LDOS vs NWSA
+2.3%
-33.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.9% |
| 7D | -1.6% | +2.2% | -3.8% | -2.0% |
| 30D | +8.2% | -8.8% | +17.0% | +9.4% |
| 3M | -8.2% | -6.5% | -1.7% | -7.6% |
| 6M | +5.8% | +1.5% | +4.3% | +4.9% |
| YTD | -27.0% | +4.0% | -31.0% | -27.9% |
| 1Y | -31.0% | +3.4% | -34.4% | -31.8% |
| All | -31.0% | +2.3% | -33.3% | -31.8% |
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