-10.8%
NVTS vs LDOS
-27.6%
+16.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.3% | +9.1% |
| 7D | -0.3% | -2.8% | +2.5% | -0.6% |
| 30D | -24.4% | +13.6% | -38.0% | -24.4% |
| 3M | -26.5% | +4.2% | -30.7% | -26.4% |
| 6M | -41.4% | -8.2% | -33.2% | -37.6% |
| YTD | +30.7% | -24.1% | +54.8% | +46.3% |
| 1Y | -10.8% | -31.2% | +20.4% | +11.2% |
| All | -10.8% | -27.6% | +16.8% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling