-75.4%
NKE vs LDOS
+49.1%
-124.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.1% | -2.0% |
| 7D | -0.2% | -7.2% | +7.0% | +1.3% |
| 30D | +12.3% | +16.8% | -4.5% | +8.8% |
| 3M | -7.1% | -1.6% | -5.6% | -7.0% |
| 6M | -10.3% | -1.0% | -9.3% | -10.5% |
| YTD | -37.8% | -25.8% | -12.1% | -34.4% |
| 1Y | -35.6% | -31.1% | -4.5% | -30.9% |
| 3Y | -61.4% | +32.8% | -94.2% | -66.4% |
| All | -75.4% | +49.1% | -124.5% | -79.5% |
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