+30.0%
NLY vs LDOS
+38.1%
-8.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.4% | -4.2% | +3.8% | +0.4% |
| 30D | -1.3% | -7.9% | +6.6% | +0.2% |
| 3M | +7.6% | +4.1% | +3.5% | +6.4% |
| 6M | +8.9% | -28.2% | +37.1% | +16.2% |
| YTD | +8.1% | -28.5% | +36.6% | +14.7% |
| 1Y | +15.8% | -27.7% | +43.4% | +22.3% |
| 3Y | +70.2% | +38.4% | +31.8% | +42.3% |
| 5Y | +30.0% | +38.0% | -8.0% | +6.0% |
| All | +30.0% | +38.1% | -8.1% | +6.0% |
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