+1,501.7%
NVO vs LDOS
+495.0%
+1,006.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | +0.8% | -7.2% | +8.0% | +2.5% |
| 30D | +5.4% | +16.8% | -11.5% | +1.5% |
| 3M | -11.2% | -1.6% | -9.6% | -11.2% |
| 6M | -10.8% | -1.0% | -9.8% | -11.4% |
| YTD | -16.8% | -25.8% | +8.9% | -11.8% |
| 1Y | -9.0% | -31.1% | +22.1% | -1.7% |
| 3Y | -56.5% | +32.8% | -89.3% | -60.7% |
| 5Y | -20.3% | +49.4% | -69.7% | -31.0% |
| 10Y | +196.5% | +253.9% | -57.4% | +100.4% |
| All | +1,501.7% | +495.0% | +1,006.6% | +791.0% |
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