+22.9%
NOC vs LDOS
+35.8%
-12.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.0% |
| 7D | -2.9% | -5.8% | +2.9% | -1.4% |
| 30D | +12.1% | +11.6% | +0.6% | +8.7% |
| 3M | -5.3% | -1.0% | -4.3% | -5.3% |
| 6M | -1.0% | +5.1% | -6.1% | -3.3% |
| YTD | -4.3% | -24.0% | +19.7% | +0.7% |
| 1Y | -3.6% | -30.3% | +26.6% | +3.3% |
| 3Y | +22.9% | +37.0% | -14.0% | +10.5% |
| All | +22.9% | +35.8% | -12.9% | +10.5% |
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 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