+498.1%
LDOS vs NYT
+260.3%
+237.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -5.4% | -1.3% | -4.1% | -5.2% |
| 30D | +4.9% | +2.7% | +2.1% | +4.3% |
| 3M | +7.2% | -10.3% | +17.5% | +9.0% |
| 6M | -24.2% | -16.6% | -7.7% | -22.1% |
| YTD | -25.8% | -2.3% | -23.5% | -25.9% |
| 1Y | -24.7% | +15.0% | -39.7% | -27.1% |
| 3Y | +39.3% | +57.1% | -17.9% | +26.5% |
| 5Y | +43.3% | +37.2% | +6.1% | +30.9% |
| 10Y | +278.6% | +464.3% | -185.8% | +166.3% |
| All | +498.1% | +260.3% | +237.7% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling