+427.9%
NVDL vs LDOS
+32.3%
+395.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.7% | +5.7% |
| 7D | -18.2% | -7.2% | -11.0% | -17.3% |
| 30D | -40.1% | +16.8% | -56.9% | -42.0% |
| 3M | -31.9% | -1.6% | -30.4% | -32.0% |
| 6M | -29.3% | -1.0% | -28.3% | -29.4% |
| YTD | -19.2% | -25.8% | +6.6% | -13.0% |
| 1Y | -23.3% | -31.1% | +7.8% | -15.1% |
| 3Y | +427.9% | +32.8% | +395.1% | +407.1% |
| All | +427.9% | +32.3% | +395.6% | +407.1% |
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