-54.9%
NVO vs LDOS
+30.5%
-85.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.9% | +2.5% |
| 7D | +3.3% | -1.6% | +4.9% | +3.5% |
| 30D | +9.2% | +8.2% | +1.0% | +7.9% |
| 3M | -9.8% | -8.2% | -1.6% | -8.7% |
| 6M | -10.4% | +5.8% | -16.3% | -11.6% |
| YTD | -14.1% | -27.0% | +12.9% | -8.6% |
| 1Y | -11.1% | -31.0% | +19.9% | -4.3% |
| 3Y | -54.9% | +29.3% | -84.2% | -56.7% |
| All | -54.9% | +30.5% | -85.4% | -56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling