+71.0%
NEE vs LDOS
+37.8%
+33.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | +2.3% | +1.9% | +0.4% | +2.2% |
| 30D | +11.5% | +12.8% | -1.3% | +10.8% |
| 3M | +2.6% | -1.0% | +3.6% | +2.6% |
| 6M | -6.0% | +6.2% | -12.2% | -6.5% |
| YTD | +9.8% | -23.2% | +33.0% | +11.1% |
| 1Y | +4.7% | -29.5% | +34.2% | +6.7% |
| 3Y | +71.0% | +37.1% | +34.0% | +57.1% |
| All | +71.0% | +37.8% | +33.3% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling