+129.4%
NVT vs LDOS
+30.5%
+98.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +8.0% | -1.6% | +9.6% | +8.1% |
| 30D | -24.8% | +8.2% | -33.0% | -25.7% |
| 3M | -32.4% | -8.2% | -24.3% | -31.8% |
| 6M | -33.5% | +5.8% | -39.3% | -34.3% |
| YTD | +13.2% | -27.0% | +40.2% | +21.7% |
| 1Y | +9.0% | -31.0% | +40.0% | +19.6% |
| 3Y | +129.4% | +29.3% | +100.1% | +101.9% |
| All | +129.4% | +30.5% | +98.9% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling