+461.1%
NRG vs LDOS
+515.5%
-54.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +0.9% | +1.9% | -1.0% | +0.1% |
| 30D | -9.6% | +12.8% | -22.4% | -13.8% |
| 3M | -17.9% | -1.0% | -16.9% | -18.3% |
| 6M | -29.1% | +6.2% | -35.3% | -32.4% |
| YTD | -38.1% | -23.2% | -14.9% | -33.9% |
| 1Y | -40.9% | -29.5% | -11.4% | -34.7% |
| 3Y | +124.4% | +37.1% | +87.4% | +83.6% |
| 5Y | +215.7% | +55.6% | +160.1% | +140.4% |
| 10Y | +981.5% | +249.4% | +732.1% | +476.9% |
| All | +461.1% | +515.5% | -54.4% | +116.1% |
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 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