+1,558.3%
NVDL vs LDOS
+30.6%
+1,527.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.3% | -11.1% | -9.0% |
| 7D | -23.4% | -5.8% | -17.5% | -22.9% |
| 30D | -41.3% | +11.6% | -52.9% | -42.2% |
| 3M | -40.6% | -1.0% | -39.6% | -40.6% |
| 6M | -39.8% | +5.1% | -44.9% | -40.5% |
| YTD | -26.2% | -24.0% | -2.2% | -22.6% |
| 1Y | -30.0% | -30.3% | +0.3% | -25.0% |
| 3Y | +364.0% | +37.0% | +327.0% | +361.8% |
| All | +1,558.3% | +30.6% | +1,527.8% | +1,428.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling