+39.6%
LDOS vs NYT
+57.5%
-17.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.0% |
| 7D | -7.1% | +0.3% | -7.5% | -7.2% |
| 30D | -6.1% | +7.0% | -13.0% | -7.2% |
| 3M | +5.6% | -7.9% | +13.5% | +6.8% |
| 6M | -26.9% | -15.0% | -11.9% | -25.1% |
| YTD | -27.9% | -1.3% | -26.7% | -28.0% |
| 1Y | -26.8% | +16.9% | -43.7% | -29.2% |
| 3Y | +39.6% | +58.9% | -19.3% | +23.7% |
| All | +39.6% | +57.5% | -17.9% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling