+254.6%
NVS vs LDOS
+254.8%
-0.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +2.5% | +1.9% | +0.6% | +2.1% |
| 30D | +13.6% | +12.8% | +0.8% | +10.7% |
| 3M | +4.1% | -1.0% | +5.1% | +4.2% |
| 6M | +11.8% | +6.2% | +5.6% | +9.8% |
| YTD | +22.0% | -23.2% | +45.2% | +27.5% |
| 1Y | +32.3% | -29.5% | +61.7% | +40.9% |
| 3Y | +93.6% | +37.1% | +56.5% | +70.4% |
| 5Y | +136.7% | +55.6% | +81.1% | +97.6% |
| 10Y | +254.6% | +249.4% | +5.2% | +173.2% |
| All | +254.6% | +254.8% | -0.2% | +173.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling