+220.3%
NVS vs LDOS
+274.0%
-53.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +4.0% | -5.4% | +9.4% | +5.2% |
| 30D | +3.6% | +4.9% | -1.3% | +2.4% |
| 3M | +7.8% | +7.2% | +0.6% | +5.8% |
| 6M | -0.2% | -24.2% | +24.1% | +5.3% |
| YTD | +19.6% | -25.8% | +45.4% | +25.9% |
| 1Y | +28.4% | -24.7% | +53.1% | +34.6% |
| 3Y | +76.2% | +39.3% | +36.9% | +54.2% |
| 5Y | +111.1% | +43.3% | +67.8% | +80.3% |
| All | +220.3% | +274.0% | -53.7% | +127.1% |
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 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