+5.1%
NUE vs LDOS
-1.7%
+6.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | -10.6% | -7.2% | -3.3% | -9.5% |
| 30D | -0.6% | +16.8% | -17.4% | -3.5% |
| 3M | -9.7% | -1.6% | -8.1% | -9.8% |
| 6M | +5.1% | -1.0% | +6.1% | +10.1% |
| All | +5.1% | -1.7% | +6.8% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling