+290.5%
NEM vs LDOS
+278.0%
+12.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +0.3% | -5.4% | +5.7% | +1.1% |
| 30D | +23.1% | +4.9% | +18.2% | +22.0% |
| 3M | +18.5% | +7.2% | +11.3% | +16.8% |
| 6M | +7.8% | -24.2% | +32.0% | +12.2% |
| YTD | +29.1% | -25.8% | +54.9% | +34.4% |
| 1Y | +72.7% | -24.7% | +97.4% | +79.1% |
| 3Y | +248.7% | +39.3% | +209.5% | +222.5% |
| 5Y | +148.7% | +43.3% | +105.4% | +126.3% |
| All | +290.5% | +278.0% | +12.5% | +157.6% |
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