+221.4%
LDOS vs NYT
+540.3%
-318.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.9% |
| 7D | -1.6% | +6.5% | -8.1% | -3.0% |
| 30D | +8.2% | +8.4% | -0.2% | +6.3% |
| 3M | -8.2% | +13.9% | -22.1% | -10.9% |
| 6M | +5.8% | -4.8% | +10.6% | +6.4% |
| YTD | -27.0% | +6.2% | -33.1% | -28.6% |
| 1Y | -31.0% | +14.3% | -45.3% | -33.6% |
| 3Y | +29.3% | +73.6% | -44.3% | +11.7% |
| 5Y | +48.7% | +60.6% | -11.9% | +28.1% |
| All | +221.4% | +540.3% | -318.9% | +109.5% |
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