+144.2%
NVO vs LDOS
+263.6%
-119.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.1% |
| 7D | -4.7% | -4.2% | -0.5% | -3.8% |
| 30D | -5.4% | -7.9% | +2.4% | -3.9% |
| 3M | +7.0% | +4.1% | +2.9% | +5.3% |
| 6M | +17.6% | -28.2% | +45.8% | +26.1% |
| YTD | -8.0% | -28.5% | +20.5% | -1.6% |
| 1Y | -13.8% | -27.7% | +13.8% | -8.0% |
| 3Y | -50.3% | +38.4% | -88.7% | -55.2% |
| 5Y | +0.7% | +38.0% | -37.3% | -10.6% |
| All | +144.2% | +263.6% | -119.4% | +95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling