-99.2%
NVD vs LDOS
+38.1%
-137.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +1.7% |
| 7D | +0.5% | -4.2% | +4.7% | -0.5% |
| 30D | -9.3% | -7.9% | -1.4% | -11.0% |
| 3M | -22.1% | +4.1% | -26.2% | -21.1% |
| 6M | -45.8% | -28.2% | -17.6% | -51.0% |
| YTD | -46.7% | -28.5% | -18.2% | -51.6% |
| 1Y | -59.5% | -27.7% | -31.8% | -62.8% |
| 3Y | -99.2% | +38.4% | -137.6% | -99.0% |
| All | -99.2% | +38.1% | -137.2% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling