+463.4%
NRG vs LDOS
+500.4%
-37.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.3% |
| 7D | +17.1% | -1.3% | +18.4% | +17.6% |
| 30D | -7.9% | +10.1% | -18.0% | -11.5% |
| 3M | -18.2% | -4.7% | -13.5% | -17.4% |
| 6M | -28.4% | +5.6% | -34.0% | -31.6% |
| YTD | -37.9% | -25.1% | -12.8% | -33.1% |
| 1Y | -39.2% | -31.7% | -7.6% | -32.1% |
| 3Y | +125.3% | +33.7% | +91.6% | +85.9% |
| 5Y | +215.7% | +54.4% | +161.4% | +140.8% |
| 10Y | +985.8% | +236.4% | +749.4% | +487.4% |
| All | +463.4% | +500.4% | -37.1% | +118.8% |
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