+1,123.6%
NRG vs LDOS
+258.9%
+864.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.3% |
| 7D | +3.9% | -4.2% | +8.1% | +5.4% |
| 30D | -3.0% | -7.9% | +4.9% | -0.3% |
| 3M | -10.9% | +4.1% | -15.0% | -13.6% |
| 6M | -25.3% | -28.2% | +2.9% | -16.5% |
| YTD | -26.8% | -28.5% | +1.7% | -19.0% |
| 1Y | -23.3% | -27.7% | +4.4% | -15.8% |
| 3Y | +208.6% | +38.4% | +170.2% | +146.5% |
| 5Y | +194.1% | +38.0% | +156.2% | +130.2% |
| 10Y | +1,123.6% | +262.1% | +861.5% | +520.1% |
| All | +1,123.6% | +258.9% | +864.6% | +520.1% |
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 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