+934.9%
NRG vs LDOS
+228.4%
+706.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +1.2% |
| 7D | +21.7% | -3.5% | +25.2% | +23.0% |
| 30D | -8.1% | +9.5% | -17.6% | -11.2% |
| 3M | -18.3% | -6.3% | -12.0% | -17.1% |
| 6M | -28.0% | +2.8% | -30.8% | -30.2% |
| YTD | -37.5% | -26.6% | -10.9% | -31.9% |
| 1Y | -41.1% | -31.3% | -9.8% | -34.0% |
| 3Y | +126.6% | +30.9% | +95.7% | +85.2% |
| 5Y | +212.3% | +49.4% | +162.9% | +135.1% |
| All | +934.9% | +228.4% | +706.6% | +485.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling