+127.9%
NOK vs LDOS
+226.9%
-99.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +5.4% | -1.6% | +7.0% | +5.8% |
| 30D | -14.1% | +8.2% | -22.4% | -16.2% |
| 3M | -23.6% | -8.2% | -15.4% | -22.5% |
| 6M | -45.1% | +5.8% | -51.0% | -46.7% |
| YTD | +24.7% | -27.0% | +51.7% | +33.5% |
| 1Y | +19.0% | -31.0% | +50.0% | +29.6% |
| 3Y | +147.0% | +29.3% | +117.7% | +108.8% |
| 5Y | +58.2% | +48.7% | +9.4% | +23.8% |
| All | +127.9% | +226.9% | -99.0% | +31.5% |
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