+500.2%
NVT vs LDOS
+128.7%
+371.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.3% | +5.4% | +6.8% |
| 7D | -7.5% | -5.8% | -1.7% | -5.6% |
| 30D | -31.5% | +11.6% | -43.1% | -35.0% |
| 3M | -30.4% | -1.0% | -29.4% | -31.2% |
| 6M | -32.5% | +5.1% | -37.5% | -35.6% |
| YTD | +12.9% | -24.0% | +37.0% | +23.0% |
| 1Y | +3.7% | -30.3% | +34.0% | +18.0% |
| 3Y | +135.8% | +37.0% | +98.8% | +79.7% |
| 5Y | +232.7% | +53.4% | +179.3% | +131.1% |
| All | +500.2% | +128.7% | +371.6% | +235.5% |
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