+2,111.6%
NOW vs LDOS
+804.5%
+1,307.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -27.5% | -2.8% | -24.7% | -27.0% |
| 30D | -20.0% | +13.6% | -33.6% | -24.3% |
| 3M | -7.9% | +4.2% | -12.1% | -9.8% |
| 6M | +18.3% | -8.2% | +26.5% | +20.9% |
| YTD | -29.0% | -24.1% | -4.9% | -22.2% |
| 1Y | -38.7% | -31.2% | -7.5% | -30.3% |
| 3Y | -10.3% | +35.0% | -45.3% | -24.0% |
| 5Y | -22.5% | +52.6% | -75.1% | -38.9% |
| 10Y | +553.8% | +261.9% | +291.9% | +251.3% |
| All | +2,111.6% | +804.5% | +1,307.1% | +717.6% |
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