-22.5%
NOW vs LDOS
+52.4%
-74.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -27.5% | -2.8% | -24.7% | -27.1% |
| 30D | -20.0% | +13.6% | -33.6% | -23.5% |
| 3M | -7.9% | +4.2% | -12.1% | -9.4% |
| 6M | +18.3% | -8.2% | +26.5% | +19.9% |
| YTD | -29.0% | -24.1% | -4.9% | -24.2% |
| 1Y | -38.7% | -31.2% | -7.5% | -32.9% |
| 3Y | -10.3% | +35.0% | -45.3% | -19.6% |
| 5Y | -22.5% | +52.6% | -75.1% | -31.3% |
| All | -22.5% | +52.4% | -74.9% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling