+54.1%
NLY vs LDOS
+31.0%
+23.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.1% | -3.9% |
| 7D | -6.8% | -3.5% | -3.3% | -6.4% |
| 30D | -3.2% | +9.5% | -12.8% | -4.2% |
| 3M | -21.1% | -6.3% | -14.8% | -20.6% |
| 6M | -15.5% | +2.8% | -18.3% | -15.9% |
| YTD | -12.8% | -26.6% | +13.8% | -10.4% |
| 1Y | -7.8% | -31.3% | +23.5% | -4.4% |
| All | +54.1% | +31.0% | +23.1% | +43.4% |
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