+158.3%
NOK vs LDOS
+33.8%
+124.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.2% |
| 7D | +2.2% | -1.3% | +3.5% | +2.1% |
| 30D | -14.7% | +10.1% | -24.9% | -14.6% |
| 3M | -10.6% | -4.7% | -5.9% | -10.2% |
| 6M | -39.4% | +5.6% | -44.9% | -38.8% |
| YTD | +30.4% | -25.1% | +55.5% | +33.8% |
| 1Y | +22.3% | -31.7% | +54.0% | +26.4% |
| All | +158.3% | +33.8% | +124.5% | +168.8% |
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