+543.2%
NBIS vs LDOS
-21.1%
+564.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -2.1% | -14.8% | -16.7% |
| 7D | +6.9% | -3.5% | +10.3% | +7.1% |
| 30D | -37.8% | +9.5% | -47.3% | -38.9% |
| 3M | -50.4% | -6.3% | -44.1% | -50.0% |
| 6M | -28.2% | +2.8% | -31.0% | -28.7% |
| YTD | +53.7% | -26.6% | +80.3% | +76.5% |
| 1Y | +36.3% | -31.3% | +67.6% | +61.4% |
| All | +543.2% | -21.1% | +564.3% | +567.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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