+1,267.2%
NEE vs LDOS
+509.1%
+758.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +7.4% | -3.7% | +11.1% | +8.4% |
| 30D | +13.3% | +16.4% | -3.1% | +8.8% |
| 3M | +3.5% | +7.4% | -3.9% | +1.1% |
| 6M | -7.0% | -0.3% | -6.6% | -7.7% |
| YTD | +12.3% | -24.0% | +36.3% | +18.7% |
| 1Y | +10.5% | -29.6% | +40.1% | +19.2% |
| 3Y | +62.5% | +35.1% | +27.4% | +41.7% |
| 5Y | +18.0% | +52.9% | -34.9% | -2.0% |
| 10Y | +270.1% | +262.2% | +7.8% | +140.5% |
| All | +1,267.2% | +509.1% | +758.1% | +623.1% |
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 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