+236.4%
LDOS vs NYT
+574.6%
-338.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -1.3% | +9.3% | -10.6% | -3.3% |
| 30D | +10.1% | +10.0% | +0.1% | +7.8% |
| 3M | -4.7% | +14.5% | -19.1% | -7.6% |
| 6M | +5.6% | -5.4% | +10.9% | +6.3% |
| YTD | -25.1% | +6.0% | -31.1% | -26.7% |
| 1Y | -31.7% | +16.7% | -48.4% | -34.6% |
| 3Y | +33.7% | +72.7% | -39.0% | +15.6% |
| 5Y | +54.4% | +59.8% | -5.4% | +33.1% |
| 10Y | +236.4% | +549.8% | -313.4% | +115.2% |
| All | +236.4% | +574.6% | -338.1% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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