+1,038.7%
NSC vs LDOS
+508.5%
+530.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +1.8% | -2.8% | +4.6% | +2.8% |
| 30D | +8.8% | +13.6% | -4.8% | +3.3% |
| 3M | +1.2% | +4.2% | -3.0% | -1.1% |
| 6M | +11.3% | -8.2% | +19.5% | +13.5% |
| YTD | +20.7% | -24.1% | +44.8% | +31.1% |
| 1Y | +23.4% | -31.2% | +54.6% | +39.5% |
| 3Y | +87.1% | +35.0% | +52.1% | +53.5% |
| 5Y | +33.8% | +52.6% | -18.8% | +1.8% |
| 10Y | +356.6% | +261.9% | +94.7% | +136.8% |
| All | +1,038.7% | +508.5% | +530.2% | +336.3% |
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