+898.2%
NRG vs LDOS
+262.7%
+635.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.3% | +8.0% | +9.6% |
| 7D | +2.9% | -5.8% | +8.8% | +4.8% |
| 30D | -9.3% | +11.6% | -20.9% | -12.9% |
| 3M | -17.1% | -1.0% | -16.1% | -17.4% |
| 6M | -28.9% | +5.1% | -33.9% | -31.4% |
| YTD | -37.9% | -24.0% | -13.9% | -33.1% |
| 1Y | -42.7% | -30.3% | -12.4% | -36.0% |
| 3Y | +127.5% | +37.0% | +90.5% | +83.2% |
| 5Y | +217.4% | +53.4% | +164.0% | +137.6% |
| 10Y | +898.2% | +252.0% | +646.2% | +484.5% |
| All | +898.2% | +262.7% | +635.5% | +484.5% |
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 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