-47.6%
NKE vs LDOS
-27.4%
-20.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -2.3% | -4.2% | +1.9% | -2.0% |
| 30D | -10.4% | -7.9% | -2.5% | -9.7% |
| 3M | -15.5% | +4.1% | -19.6% | -15.9% |
| 6M | -32.6% | -28.2% | -4.4% | -31.0% |
| YTD | -39.8% | -28.5% | -11.3% | -38.4% |
| 1Y | -47.6% | -27.7% | -19.9% | -48.6% |
| All | -47.6% | -27.4% | -20.2% | -48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling