-21.6%
NKE vs LDOS
+260.1%
-281.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.1% |
| 7D | -0.1% | -7.1% | +7.1% | +2.3% |
| 30D | -7.7% | -6.1% | -1.6% | -5.9% |
| 3M | -10.9% | +5.6% | -16.5% | -13.1% |
| 6M | -31.9% | -26.9% | -4.9% | -25.1% |
| YTD | -38.6% | -27.9% | -10.7% | -32.7% |
| 1Y | -46.9% | -26.8% | -20.1% | -42.4% |
| 3Y | -58.2% | +39.6% | -97.8% | -65.7% |
| 5Y | -74.0% | +39.4% | -113.4% | -79.2% |
| 10Y | -21.6% | +260.0% | -281.5% | -51.9% |
| All | -21.6% | +260.1% | -281.7% | -51.9% |
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