+154.6%
NEM vs LDOS
+43.9%
+110.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +0.3% | -5.4% | +5.7% | +0.9% |
| 30D | +23.1% | +4.9% | +18.2% | +22.2% |
| 3M | +18.5% | +7.2% | +11.3% | +17.1% |
| 6M | +7.8% | -24.2% | +32.0% | +11.6% |
| YTD | +29.1% | -25.8% | +54.9% | +33.6% |
| 1Y | +72.7% | -24.7% | +97.4% | +78.1% |
| 3Y | +248.7% | +39.3% | +209.5% | +229.5% |
| All | +154.6% | +43.9% | +110.7% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling