+141.2%
NVO vs LDOS
+267.6%
-126.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -7.4% | -2.1% | -5.2% | -6.9% |
| 30D | -5.5% | -8.0% | +2.5% | -3.9% |
| 3M | +4.1% | +6.8% | -2.7% | +1.9% |
| 6M | +19.3% | -24.5% | +43.8% | +26.4% |
| YTD | -9.2% | -27.8% | +18.6% | -3.0% |
| 1Y | -15.0% | -27.4% | +12.4% | -9.3% |
| 3Y | -50.9% | +39.9% | -90.8% | -55.9% |
| 5Y | -0.9% | +42.1% | -42.9% | -12.6% |
| All | +141.2% | +267.6% | -126.5% | +92.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling