+384.6%
NLY vs LDOS
+494.7%
-110.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -1.0% | -5.4% | +4.4% | +0.5% |
| 30D | +0.6% | +4.9% | -4.3% | -0.9% |
| 3M | +10.8% | +7.2% | +3.6% | +8.0% |
| 6M | +6.2% | -24.2% | +30.5% | +14.0% |
| YTD | +9.0% | -25.8% | +34.8% | +16.9% |
| 1Y | +19.3% | -24.7% | +44.0% | +27.1% |
| 3Y | +67.7% | +39.3% | +28.4% | +44.4% |
| 5Y | +29.7% | +43.3% | -13.6% | +9.1% |
| 10Y | +81.0% | +278.6% | -197.5% | +17.0% |
| All | +384.6% | +494.7% | -110.2% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling