+284.2%
NEE vs LDOS
+226.9%
+57.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.1% | -1.6% | -0.5% | -1.7% |
| 30D | +8.6% | +8.2% | +0.4% | +6.3% |
| 3M | -0.3% | -8.2% | +7.9% | +1.6% |
| 6M | -8.9% | +5.8% | -14.8% | -11.1% |
| YTD | +8.3% | -27.0% | +35.3% | +16.1% |
| 1Y | +4.3% | -31.0% | +35.2% | +13.6% |
| 3Y | +70.7% | +29.3% | +41.5% | +46.0% |
| 5Y | +12.8% | +48.7% | -35.9% | -9.8% |
| All | +284.2% | +226.9% | +57.3% | +180.7% |
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