+193.4%
NI vs LDOS
+226.9%
-33.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +4.3% | -1.6% | +5.9% | +4.8% |
| 30D | +12.4% | +8.2% | +4.1% | +9.8% |
| 3M | +10.2% | -8.2% | +18.3% | +12.4% |
| 6M | -0.8% | +5.8% | -6.6% | -3.4% |
| YTD | +13.2% | -27.0% | +40.2% | +21.7% |
| 1Y | +10.1% | -31.0% | +41.1% | +20.4% |
| 3Y | +103.1% | +29.3% | +73.8% | +72.4% |
| 5Y | +115.5% | +48.7% | +66.8% | +70.1% |
| All | +193.4% | +226.9% | -33.5% | +108.1% |
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 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