-37.1%
NOK vs LDOS
+2.4%
-39.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -2.5% |
| 7D | +11.0% | -3.5% | +14.5% | +9.7% |
| 30D | -16.0% | +9.5% | -25.6% | -13.7% |
| 3M | -19.8% | -6.3% | -13.5% | -19.4% |
| 6M | -37.1% | +2.8% | -39.9% | -30.4% |
| All | -37.1% | +2.4% | -39.5% | -30.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling