+78.7%
NLY vs LDOS
+267.6%
-188.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.0% |
| 7D | -3.6% | -2.1% | -1.5% | -3.0% |
| 30D | -4.9% | -8.0% | +3.1% | -2.5% |
| 3M | +6.2% | +6.8% | -0.6% | +3.3% |
| 6M | +4.5% | -24.5% | +28.9% | +13.4% |
| YTD | +5.1% | -27.8% | +32.9% | +14.7% |
| 1Y | +13.5% | -27.4% | +40.9% | +23.2% |
| 3Y | +65.6% | +39.9% | +25.7% | +35.3% |
| 5Y | +26.9% | +42.1% | -15.2% | +0.9% |
| All | +78.7% | +267.6% | -188.9% | +26.6% |
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 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