+677.1%
NUE vs LDOS
+495.0%
+182.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.8% |
| 7D | -10.6% | -7.2% | -3.3% | -7.5% |
| 30D | -0.6% | +16.8% | -17.4% | -8.0% |
| 3M | -9.7% | -1.6% | -8.1% | -9.9% |
| 6M | +5.1% | -1.0% | +6.1% | +3.8% |
| YTD | +51.4% | -25.8% | +77.2% | +68.2% |
| 1Y | +71.3% | -31.1% | +102.4% | +97.3% |
| 3Y | +66.8% | +32.8% | +34.1% | +32.3% |
| 5Y | +134.8% | +49.4% | +85.4% | +71.4% |
| 10Y | +506.1% | +253.9% | +252.3% | +164.0% |
| All | +677.1% | +495.0% | +182.1% | +123.4% |
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