+547.5%
NBIS vs LDOS
-20.1%
+567.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.3% | +9.9% | +7.7% |
| 7D | -16.0% | -7.2% | -8.8% | -15.6% |
| 30D | -45.4% | +16.8% | -62.2% | -46.8% |
| 3M | -31.8% | -1.6% | -30.2% | -31.9% |
| 6M | -33.6% | -1.0% | -32.6% | -32.7% |
| YTD | +54.7% | -25.8% | +80.5% | +77.5% |
| 1Y | +18.3% | -31.1% | +49.4% | +40.6% |
| All | +547.5% | -20.1% | +567.6% | +571.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling