+203.7%
NVO vs LDOS
+254.8%
-51.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +1.3% | +1.9% | -0.6% | +0.9% |
| 30D | +5.3% | +12.8% | -7.5% | +2.5% |
| 3M | -13.6% | -1.0% | -12.6% | -13.7% |
| 6M | -10.5% | +6.2% | -16.7% | -12.4% |
| YTD | -16.0% | -23.2% | +7.2% | -11.5% |
| 1Y | -7.0% | -29.5% | +22.5% | 0.0% |
| 3Y | -56.1% | +37.1% | -93.2% | -60.5% |
| 5Y | -19.0% | +55.6% | -74.6% | -30.4% |
| 10Y | +203.7% | +249.4% | -45.8% | +142.3% |
| All | +203.7% | +254.8% | -51.2% | +142.3% |
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 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