+202.5%
NRG vs LDOS
+43.9%
+158.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.5% | +5.9% | +6.3% |
| 7D | +7.1% | -5.4% | +12.5% | +8.3% |
| 30D | -1.4% | +4.9% | -6.3% | -2.4% |
| 3M | -10.5% | +7.2% | -17.6% | -12.2% |
| 6M | -26.7% | -24.2% | -2.5% | -20.8% |
| YTD | -24.5% | -25.8% | +1.3% | -18.5% |
| 1Y | -18.6% | -24.7% | +6.2% | -12.8% |
| 3Y | +227.1% | +39.3% | +187.9% | +170.0% |
| All | +202.5% | +43.9% | +158.6% | +139.1% |
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 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