+630.7%
LDOS vs NWSA
+98.8%
+531.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -13.4% | +13.4% | +4.2% |
| 7D | -3.7% | -10.1% | +6.4% | -0.9% |
| 30D | +16.4% | -7.3% | +23.6% | +18.6% |
| 3M | +7.4% | -8.6% | +16.0% | +9.8% |
| 6M | -0.3% | +4.4% | -4.8% | -2.5% |
| YTD | -24.0% | +2.1% | -26.2% | -25.5% |
| 1Y | -29.6% | +4.1% | -33.6% | -31.4% |
| 3Y | +35.1% | +23.5% | +11.7% | +23.3% |
| 5Y | +52.9% | +13.5% | +39.4% | +39.3% |
| 10Y | +262.2% | +149.4% | +112.9% | +128.4% |
| All | +630.7% | +98.8% | +531.9% | +401.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling