+2.8%
NLY vs LDOS
+48.3%
-45.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -5.9% | -1.6% | -4.2% | -5.5% |
| 30D | -2.8% | +8.2% | -11.1% | -4.4% |
| 3M | -21.6% | -8.2% | -13.5% | -20.5% |
| 6M | -14.5% | +5.8% | -20.4% | -15.9% |
| YTD | -12.4% | -27.0% | +14.6% | -7.5% |
| 1Y | -7.3% | -31.0% | +23.7% | -0.7% |
| 3Y | +54.8% | +29.3% | +25.6% | +31.8% |
| All | +2.8% | +48.3% | -45.5% | -17.6% |
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 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