+0.6%
NVD vs LDOS
-1.7%
+2.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -4.9% |
| 7D | +16.8% | -7.2% | +24.0% | +18.9% |
| 30D | +54.3% | +16.8% | +37.5% | +52.2% |
| 3M | +24.3% | -1.6% | +25.9% | +23.4% |
| 6M | +0.6% | -1.0% | +1.6% | +3.4% |
| All | +0.6% | -1.7% | +2.3% | +3.4% |
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 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