+146.2%
NUE vs LDOS
+48.3%
+97.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.3% |
| 7D | +2.8% | -1.6% | +4.4% | +3.2% |
| 30D | -2.1% | +8.2% | -10.3% | -4.4% |
| 3M | -7.3% | -8.2% | +0.8% | -5.5% |
| 6M | +8.9% | +5.8% | +3.0% | +6.2% |
| YTD | +55.6% | -27.0% | +82.6% | +67.2% |
| 1Y | +74.7% | -31.0% | +105.6% | +91.5% |
| 3Y | +71.7% | +29.3% | +42.4% | +42.1% |
| All | +146.2% | +48.3% | +97.9% | +95.7% |
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