+344.1%
NEM vs LDOS
+226.9%
+117.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -6.4% | -1.6% | -4.8% | -6.2% |
| 30D | +1.4% | +8.2% | -6.8% | +0.2% |
| 3M | -0.7% | -8.2% | +7.5% | +0.3% |
| 6M | -4.5% | +5.8% | -10.3% | -5.8% |
| YTD | +14.0% | -27.0% | +41.0% | +18.7% |
| 1Y | +27.3% | -31.0% | +58.3% | +33.7% |
| 3Y | +250.5% | +29.3% | +221.2% | +228.6% |
| 5Y | +121.1% | +48.7% | +72.3% | +100.3% |
| All | +344.1% | +226.9% | +117.2% | +238.4% |
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 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