+1,751.6%
NVO vs LDOS
+494.7%
+1,256.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +2.2% | -5.4% | +7.6% | +3.4% |
| 30D | +6.0% | +4.9% | +1.1% | +4.6% |
| 3M | +7.9% | +7.2% | +0.7% | +5.4% |
| 6M | +27.1% | -24.2% | +51.3% | +34.8% |
| YTD | -3.8% | -25.8% | +22.0% | +2.2% |
| 1Y | -12.8% | -24.7% | +11.9% | -7.7% |
| 3Y | -46.3% | +39.3% | -85.6% | -52.0% |
| 5Y | +3.6% | +43.3% | -39.7% | -9.3% |
| 10Y | +157.0% | +278.6% | -121.5% | +70.9% |
| All | +1,751.6% | +494.7% | +1,256.8% | +932.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling