+751.2%
NVT vs LDOS
+117.0%
+634.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +5.4% |
| 7D | +10.4% | -7.1% | +17.5% | +13.8% |
| 30D | -1.3% | -6.1% | +4.8% | +1.0% |
| 3M | -0.6% | +5.6% | -6.2% | -4.3% |
| 6M | +53.8% | -26.9% | +80.7% | +74.5% |
| YTD | +60.2% | -27.9% | +88.1% | +80.5% |
| 1Y | +76.8% | -26.8% | +103.6% | +96.9% |
| 3Y | +191.2% | +39.6% | +151.7% | +120.2% |
| 5Y | +430.9% | +39.4% | +391.6% | +291.1% |
| All | +751.2% | +117.0% | +634.3% | +392.5% |
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