+501.5%
NVT vs LDOS
+119.8%
+381.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +8.0% | -1.6% | +9.6% | +8.6% |
| 30D | -24.8% | +8.2% | -33.0% | -27.8% |
| 3M | -32.4% | -8.2% | -24.3% | -31.1% |
| 6M | -33.5% | +5.8% | -39.3% | -37.0% |
| YTD | +13.2% | -27.0% | +40.2% | +25.1% |
| 1Y | +9.0% | -31.0% | +40.0% | +24.0% |
| 3Y | +129.4% | +29.3% | +100.1% | +79.3% |
| 5Y | +230.1% | +48.7% | +181.4% | +131.5% |
| All | +501.5% | +119.8% | +381.7% | +241.2% |
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