+178.1%
NI vs LDOS
+262.7%
-84.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.3% | +1.4% |
| 7D | +0.4% | -5.8% | +6.3% | +2.1% |
| 30D | +11.3% | +11.6% | -0.3% | +7.8% |
| 3M | +6.5% | -1.0% | +7.5% | +6.3% |
| 6M | -2.3% | +5.1% | -7.3% | -4.5% |
| YTD | +10.8% | -24.0% | +34.8% | +17.8% |
| 1Y | +6.2% | -30.3% | +36.5% | +16.0% |
| 3Y | +98.7% | +37.0% | +61.7% | +65.8% |
| 5Y | +111.3% | +53.4% | +58.0% | +65.8% |
| 10Y | +178.1% | +252.0% | -73.9% | +93.9% |
| All | +178.1% | +262.7% | -84.6% | +93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling