+97.0%
NI vs LDOS
+43.9%
+53.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.7% |
| 7D | +2.0% | -5.4% | +7.4% | +2.9% |
| 30D | -3.5% | +4.9% | -8.4% | -4.4% |
| 3M | -9.1% | +7.2% | -16.3% | -10.4% |
| 6M | -11.8% | -24.2% | +12.4% | -8.0% |
| YTD | +1.1% | -25.8% | +26.9% | +5.4% |
| 1Y | +6.7% | -24.7% | +31.4% | +10.8% |
| 3Y | +71.1% | +39.3% | +31.8% | +45.8% |
| All | +97.0% | +43.9% | +53.1% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling