+1,323.1%
NVDL vs LDOS
+26.1%
+1,297.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.1% | -6.9% | -8.8% |
| 7D | -17.5% | -3.5% | -14.0% | -17.2% |
| 30D | -49.2% | +9.5% | -58.8% | -50.0% |
| 3M | -49.0% | -6.3% | -42.7% | -48.6% |
| 6M | -50.9% | +2.8% | -53.7% | -51.4% |
| YTD | -36.7% | -26.6% | -10.1% | -33.3% |
| 1Y | -43.0% | -31.3% | -11.7% | -39.0% |
| 3Y | +281.1% | +30.9% | +250.2% | +280.3% |
| All | +1,323.1% | +26.1% | +1,297.0% | +1,215.8% |
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