+400.4%
NVT vs LDOS
+43.9%
+356.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +5.1% | -5.4% | +10.5% | +6.6% |
| 30D | -3.7% | +4.9% | -8.6% | -5.2% |
| 3M | -10.1% | +7.2% | -17.3% | -12.1% |
| 6M | +37.5% | -24.2% | +61.7% | +49.8% |
| YTD | +53.7% | -25.8% | +79.5% | +67.2% |
| 1Y | +70.9% | -24.7% | +95.6% | +84.2% |
| 3Y | +180.4% | +39.3% | +141.1% | +128.1% |
| All | +400.4% | +43.9% | +356.5% | +290.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling