+189.3%
NOC vs LDOS
+258.9%
-69.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -1.6% | -4.2% | +2.6% | +0.2% |
| 30D | -10.4% | -7.9% | -2.5% | -7.3% |
| 3M | -5.6% | +4.1% | -9.7% | -7.9% |
| 6M | -30.4% | -28.2% | -2.2% | -20.5% |
| YTD | -8.5% | -28.5% | +20.1% | +3.9% |
| 1Y | -8.3% | -27.7% | +19.3% | +3.3% |
| 3Y | +28.2% | +38.4% | -10.2% | +2.5% |
| 5Y | +56.7% | +38.0% | +18.8% | +24.2% |
| 10Y | +189.3% | +262.1% | -72.7% | +63.5% |
| All | +189.3% | +258.9% | -69.6% | +63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling