+1,192.5%
NEE vs LDOS
+494.7%
+697.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | +1.9% | -5.4% | +7.4% | +3.4% |
| 30D | -2.2% | +4.9% | -7.0% | -3.6% |
| 3M | -1.2% | +7.2% | -8.4% | -3.6% |
| 6M | -8.6% | -24.2% | +15.7% | -2.4% |
| YTD | +6.2% | -25.8% | +32.0% | +13.2% |
| 1Y | +21.1% | -24.7% | +45.8% | +28.3% |
| 3Y | +36.4% | +39.3% | -2.9% | +17.8% |
| 5Y | +11.4% | +43.3% | -31.9% | -5.7% |
| 10Y | +250.0% | +278.6% | -28.6% | +125.1% |
| All | +1,192.5% | +494.7% | +697.8% | +589.4% |
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