-7.0%
NVO vs LDOS
-29.6%
+22.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | +1.3% | +1.9% | -0.6% | +1.0% |
| 30D | +5.3% | +12.8% | -7.5% | +3.7% |
| 3M | -13.6% | -1.0% | -12.6% | -13.6% |
| 6M | -10.5% | +6.2% | -16.7% | -10.5% |
| YTD | -16.0% | -23.2% | +7.2% | -9.2% |
| 1Y | -7.0% | -29.5% | +22.5% | +7.1% |
| All | -7.0% | -29.6% | +22.7% | +7.1% |
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