+2,622.7%
NVDL vs LDOS
+22.8%
+2,599.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -0.8% | -4.2% | +3.4% | -0.1% |
| 30D | +3.4% | -7.9% | +11.3% | +4.7% |
| 3M | +8.1% | +4.1% | +4.0% | +7.0% |
| 6M | +31.9% | -28.2% | +60.1% | +40.2% |
| YTD | +21.1% | -28.5% | +49.7% | +28.5% |
| 1Y | +34.0% | -27.7% | +61.7% | +41.5% |
| 3Y | +677.9% | +38.4% | +639.6% | +687.8% |
| All | +2,622.7% | +22.8% | +2,599.9% | +2,436.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling