+342.6%
NEM vs LDOS
+254.8%
+87.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.2% | -4.3% |
| 7D | +11.6% | +1.9% | +9.8% | +11.3% |
| 30D | +1.8% | +12.8% | -11.0% | 0.0% |
| 3M | +2.5% | -1.0% | +3.5% | +2.4% |
| 6M | +3.4% | +6.2% | -2.8% | +1.9% |
| YTD | +20.9% | -23.2% | +44.1% | +24.9% |
| 1Y | +37.2% | -29.5% | +66.7% | +43.7% |
| 3Y | +271.6% | +37.1% | +234.6% | +245.6% |
| 5Y | +136.6% | +55.6% | +81.0% | +113.2% |
| 10Y | +342.6% | +249.4% | +93.2% | +225.8% |
| All | +342.6% | +254.8% | +87.8% | +225.8% |
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