+546.9%
NVS vs LDOS
+495.0%
+51.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.9% |
| 7D | +1.1% | -7.2% | +8.3% | +2.7% |
| 30D | +13.4% | +16.8% | -3.4% | +9.6% |
| 3M | +5.4% | -1.6% | +7.0% | +5.6% |
| 6M | +9.6% | -1.0% | +10.5% | +9.2% |
| YTD | +21.5% | -25.8% | +47.3% | +28.0% |
| 1Y | +32.3% | -31.1% | +63.4% | +41.7% |
| 3Y | +92.9% | +32.8% | +60.1% | +73.5% |
| 5Y | +134.3% | +49.4% | +84.9% | +101.7% |
| 10Y | +272.3% | +253.9% | +18.4% | +155.9% |
| All | +546.9% | +495.0% | +51.9% | +271.7% |
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