+1,155.1%
NOC vs LDOS
+494.7%
+660.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | -5.2% | -5.4% | +0.2% | -3.1% |
| 30D | -7.2% | +4.9% | -12.1% | -9.0% |
| 3M | -5.1% | +7.2% | -12.3% | -8.1% |
| 6M | -31.1% | -24.2% | -6.8% | -23.9% |
| YTD | -8.6% | -25.8% | +17.2% | +1.1% |
| 1Y | -9.7% | -24.7% | +15.0% | -0.9% |
| 3Y | +24.3% | +39.3% | -15.0% | +3.9% |
| 5Y | +52.6% | +43.3% | +9.3% | +25.2% |
| 10Y | +183.6% | +278.6% | -95.0% | +59.9% |
| All | +1,155.1% | +494.7% | +660.3% | +450.6% |
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 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