+262.9%
NVDL vs LDOS
+30.5%
+232.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.5% | -3.9% |
| 7D | -24.8% | -1.6% | -23.2% | -24.7% |
| 30D | -48.0% | +8.2% | -56.3% | -49.0% |
| 3M | -51.5% | -8.2% | -43.4% | -50.9% |
| 6M | -54.9% | +5.8% | -60.8% | -55.9% |
| YTD | -39.2% | -27.0% | -12.3% | -34.5% |
| 1Y | -41.1% | -31.0% | -10.1% | -35.2% |
| 3Y | +262.9% | +29.3% | +233.6% | +253.3% |
| All | +262.9% | +30.5% | +232.5% | +253.3% |
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