+71.0%
NLY vs LDOS
+39.7%
+31.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | +0.4% | -7.1% | +7.6% | +1.4% |
| 30D | -1.4% | -6.1% | +4.7% | -0.6% |
| 3M | +12.0% | +5.6% | +6.4% | +11.0% |
| 6M | +8.3% | -26.9% | +35.3% | +13.0% |
| YTD | +8.6% | -27.9% | +36.5% | +12.9% |
| 1Y | +16.9% | -26.8% | +43.7% | +21.0% |
| 3Y | +71.0% | +39.6% | +31.4% | +27.3% |
| All | +71.0% | +39.7% | +31.3% | +27.3% |
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