+538.1%
NVS vs LDOS
+500.4%
+37.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.3% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | +11.5% | +10.1% | +1.4% | +9.1% |
| 3M | +3.7% | -4.7% | +8.4% | +4.6% |
| 6M | +10.4% | +5.6% | +4.8% | +8.4% |
| YTD | +19.8% | -25.1% | +44.9% | +26.0% |
| 1Y | +26.6% | -31.7% | +58.3% | +35.9% |
| 3Y | +90.1% | +33.7% | +56.4% | +70.7% |
| 5Y | +133.4% | +54.4% | +79.0% | +99.2% |
| 10Y | +251.0% | +236.4% | +14.5% | +144.1% |
| All | +538.1% | +500.4% | +37.6% | +265.8% |
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