+306.3%
NEM vs LDOS
+509.1%
-202.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +7.1% | -3.7% | +10.8% | +7.8% |
| 30D | +2.9% | +16.4% | -13.5% | -0.2% |
| 3M | +15.0% | +7.4% | +7.6% | +13.1% |
| 6M | +10.3% | -0.3% | +10.6% | +9.6% |
| YTD | +20.7% | -24.0% | +44.7% | +25.8% |
| 1Y | +48.0% | -29.6% | +77.6% | +56.7% |
| 3Y | +225.0% | +35.1% | +189.9% | +197.4% |
| 5Y | +143.7% | +52.9% | +90.8% | +114.4% |
| 10Y | +305.3% | +262.2% | +43.0% | +181.3% |
| All | +306.3% | +509.1% | -202.7% | +124.9% |
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