+64.3%
NOC vs LDOS
+54.3%
+10.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | -0.3% | +1.9% | -2.2% | -1.0% |
| 30D | +14.1% | +12.8% | +1.3% | +8.8% |
| 3M | -4.6% | -1.0% | -3.6% | -4.6% |
| 6M | +0.7% | +6.2% | -5.5% | -2.6% |
| YTD | -2.6% | -23.2% | +20.6% | +5.9% |
| 1Y | -1.0% | -29.5% | +28.5% | +11.4% |
| 3Y | +24.5% | +37.1% | -12.6% | -3.5% |
| 5Y | +64.3% | +55.6% | +8.7% | +18.7% |
| All | +64.3% | +54.3% | +10.0% | +18.7% |
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