-29.1%
NOK vs LDOS
+495.0%
-524.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.5% |
| 7D | -10.5% | -7.2% | -3.3% | -8.3% |
| 30D | -27.9% | +16.8% | -44.7% | -32.3% |
| 3M | -18.8% | -1.6% | -17.2% | -19.4% |
| 6M | -41.9% | -1.0% | -40.9% | -43.0% |
| YTD | +18.4% | -25.8% | +44.2% | +27.9% |
| 1Y | +10.9% | -31.1% | +41.9% | +23.2% |
| 3Y | +137.9% | +32.8% | +105.1% | +93.5% |
| 5Y | +47.8% | +49.4% | -1.6% | +11.1% |
| 10Y | +116.4% | +253.9% | -137.5% | +2.9% |
| All | -29.1% | +495.0% | -524.1% | -77.5% |
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 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