+310.4%
NEM vs LDOS
+495.0%
-184.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.4% |
| 7D | +13.4% | -7.2% | +20.6% | +15.0% |
| 30D | +6.5% | +16.8% | -10.4% | +3.3% |
| 3M | +14.9% | -1.6% | +16.5% | +14.9% |
| 6M | +5.5% | -1.0% | +6.5% | +4.9% |
| YTD | +21.9% | -25.8% | +47.6% | +27.6% |
| 1Y | +47.9% | -31.1% | +79.0% | +57.1% |
| 3Y | +238.2% | +32.8% | +205.4% | +210.4% |
| 5Y | +146.2% | +49.4% | +96.8% | +117.5% |
| 10Y | +309.3% | +253.9% | +55.4% | +185.3% |
| All | +310.4% | +495.0% | -184.6% | +128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling