+1,006.1%
NI vs LDOS
+500.4%
+505.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.3% |
| 7D | +0.6% | -1.3% | +1.9% | +0.9% |
| 30D | +11.2% | +10.1% | +1.1% | +8.1% |
| 3M | +9.2% | -4.7% | +13.8% | +10.2% |
| 6M | -1.8% | +5.6% | -7.4% | -4.3% |
| YTD | +12.0% | -25.1% | +37.1% | +19.3% |
| 1Y | +6.4% | -31.7% | +38.1% | +16.5% |
| 3Y | +99.4% | +33.7% | +65.7% | +72.3% |
| 5Y | +113.1% | +54.4% | +58.8% | +73.3% |
| 10Y | +192.3% | +236.4% | -44.1% | +86.9% |
| All | +1,006.1% | +500.4% | +505.7% | +455.1% |
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 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