+457.1%
NVT vs LDOS
+123.5%
+333.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.3% | +10.3% | +8.9% |
| 7D | -15.7% | -7.2% | -8.5% | -13.5% |
| 30D | -36.6% | +16.8% | -53.4% | -41.1% |
| 3M | -34.8% | -1.6% | -33.3% | -35.5% |
| 6M | -38.2% | -1.0% | -37.3% | -39.6% |
| YTD | +4.8% | -25.8% | +30.6% | +15.1% |
| 1Y | -2.8% | -31.1% | +28.3% | +10.9% |
| 3Y | +119.5% | +32.8% | +86.7% | +69.5% |
| 5Y | +204.7% | +49.4% | +155.3% | +113.9% |
| All | +457.1% | +123.5% | +333.6% | +214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling