+115.7%
NVS vs LDOS
+43.9%
+71.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +4.0% | -5.4% | +9.4% | +4.6% |
| 30D | +3.6% | +4.9% | -1.3% | +3.0% |
| 3M | +7.8% | +7.2% | +0.6% | +6.8% |
| 6M | -0.2% | -24.2% | +24.1% | +2.6% |
| YTD | +19.6% | -25.8% | +45.4% | +22.7% |
| 1Y | +28.4% | -24.7% | +53.1% | +31.4% |
| 3Y | +76.2% | +39.3% | +36.9% | +60.8% |
| All | +115.7% | +43.9% | +71.8% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling