-7.2%
NOK vs LDOS
+494.7%
-501.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.1% | +2.5% |
| 7D | -1.8% | -5.4% | +3.6% | +0.3% |
| 30D | +4.7% | +4.9% | -0.2% | +2.5% |
| 3M | -39.7% | +7.2% | -46.8% | -41.8% |
| 6M | +23.1% | -24.2% | +47.3% | +34.9% |
| YTD | +55.0% | -25.8% | +80.8% | +69.4% |
| 1Y | +118.0% | -24.7% | +142.8% | +135.8% |
| 3Y | +170.5% | +39.3% | +131.2% | +117.5% |
| 5Y | +84.9% | +43.3% | +41.6% | +42.8% |
| 10Y | +112.0% | +278.6% | -166.6% | -1.6% |
| All | -7.2% | +494.7% | -501.9% | -70.1% |
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