-12.6%
NVO vs LDOS
-26.7%
+14.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.7% |
| 7D | +0.1% | -7.1% | +7.2% | +1.2% |
| 30D | -3.2% | -6.1% | +2.8% | -2.4% |
| 3M | +11.5% | +5.6% | +5.9% | +10.3% |
| 6M | +22.9% | -26.9% | +49.8% | +37.5% |
| YTD | -6.8% | -27.9% | +21.1% | +3.1% |
| 1Y | -12.6% | -26.8% | +14.2% | -8.9% |
| All | -12.6% | -26.7% | +14.1% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling