+35.9%
LDOS vs NWSA
+24.1%
+11.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -13.4% | +13.4% | +3.2% |
| 7D | -3.7% | -10.1% | +6.4% | -1.6% |
| 30D | +16.4% | -7.3% | +23.6% | +17.9% |
| 3M | +7.4% | -8.6% | +16.0% | +9.2% |
| 6M | -0.3% | +4.4% | -4.8% | -2.2% |
| YTD | -24.0% | +2.1% | -26.2% | -25.1% |
| 1Y | -29.6% | +4.1% | -33.6% | -31.0% |
| All | +35.9% | +24.1% | +11.8% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling