+98.2%
NI vs LDOS
+37.8%
+60.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +1.5% | +1.9% | -0.4% | +1.4% |
| 30D | +11.9% | +12.8% | -0.9% | +11.0% |
| 3M | +9.1% | -1.0% | +10.1% | +9.1% |
| 6M | -1.8% | +6.2% | -7.9% | -2.4% |
| YTD | +11.4% | -23.2% | +34.6% | +12.7% |
| 1Y | +6.4% | -29.5% | +35.9% | +8.7% |
| 3Y | +98.2% | +37.1% | +61.2% | +67.8% |
| All | +98.2% | +37.8% | +60.4% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling