+309.2%
NVDA vs LDOS
+32.3%
+276.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +2.9% |
| 7D | -8.8% | -7.2% | -1.6% | -8.3% |
| 30D | -21.4% | +16.8% | -38.3% | -22.7% |
| 3M | -14.7% | -1.6% | -13.1% | -14.6% |
| 6M | -10.0% | -1.0% | -9.0% | -10.0% |
| YTD | +0.3% | -25.8% | +26.1% | +4.3% |
| 1Y | -0.5% | -31.1% | +30.6% | +4.9% |
| 3Y | +309.2% | +32.8% | +276.4% | +301.5% |
| All | +309.2% | +32.3% | +276.9% | +301.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling