+281.9%
NEE vs LDOS
+262.7%
+19.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.7% |
| 7D | +2.2% | -5.8% | +8.0% | +3.7% |
| 30D | +12.3% | +11.6% | +0.7% | +9.0% |
| 3M | +3.4% | -1.0% | +4.4% | +3.3% |
| 6M | -5.3% | +5.1% | -10.4% | -7.4% |
| YTD | +10.6% | -24.0% | +34.6% | +17.3% |
| 1Y | +6.5% | -30.3% | +36.7% | +15.8% |
| 3Y | +73.5% | +37.0% | +36.6% | +46.0% |
| 5Y | +17.0% | +53.4% | -36.4% | -7.0% |
| 10Y | +281.9% | +252.0% | +29.9% | +182.3% |
| All | +281.9% | +262.7% | +19.2% | +182.3% |
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