+238.2%
NEM vs LDOS
+32.3%
+205.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | +13.4% | -7.2% | +20.6% | +14.3% |
| 30D | +6.5% | +16.8% | -10.4% | +4.6% |
| 3M | +14.9% | -1.6% | +16.5% | +14.9% |
| 6M | +5.5% | -1.0% | +6.5% | +5.1% |
| YTD | +21.9% | -25.8% | +47.6% | +26.3% |
| 1Y | +47.9% | -31.1% | +79.0% | +55.1% |
| 3Y | +238.2% | +32.8% | +205.4% | +216.7% |
| All | +238.2% | +32.3% | +205.9% | +216.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling