+32.9%
NEM vs LDOS
-31.1%
+64.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.1% |
| 7D | +0.3% | -1.3% | +1.6% | +0.4% |
| 30D | +1.1% | +10.1% | -9.0% | +0.6% |
| 3M | +1.3% | -4.7% | +5.9% | +1.4% |
| 6M | -1.4% | +5.6% | -7.0% | -2.4% |
| YTD | +19.4% | -25.1% | +44.5% | +21.2% |
| 1Y | +32.9% | -31.7% | +64.6% | +38.7% |
| All | +32.9% | -31.1% | +64.0% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling