+726.2%
NUE vs LDOS
+494.7%
+231.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.8% |
| 7D | +4.2% | -5.4% | +9.6% | +6.8% |
| 30D | -5.0% | +4.9% | -9.9% | -7.6% |
| 3M | -0.2% | +7.2% | -7.4% | -4.4% |
| 6M | +49.1% | -24.2% | +73.4% | +67.5% |
| YTD | +61.0% | -25.8% | +86.8% | +80.0% |
| 1Y | +82.5% | -24.7% | +107.2% | +101.8% |
| 3Y | +57.9% | +39.3% | +18.6% | +22.4% |
| 5Y | +146.6% | +43.3% | +103.3% | +84.6% |
| 10Y | +561.6% | +278.6% | +283.0% | +179.2% |
| All | +726.2% | +494.7% | +231.5% | +139.0% |
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