-60.9%
NKE vs LDOS
+30.5%
-91.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.7% |
| 7D | -1.6% | -1.6% | +0.1% | -1.3% |
| 30D | +7.6% | +8.2% | -0.6% | +6.5% |
| 3M | -6.9% | -8.2% | +1.3% | -5.9% |
| 6M | -8.5% | +5.8% | -14.3% | -9.4% |
| YTD | -38.8% | -27.0% | -11.8% | -36.4% |
| 1Y | -40.6% | -31.0% | -9.6% | -37.7% |
| 3Y | -60.9% | +29.3% | -90.2% | -62.4% |
| All | -60.9% | +30.5% | -91.4% | -62.4% |
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