-26.7%
NVTS vs LDOS
+47.0%
-73.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | +9.6% | +1.9% | +7.7% | +9.4% |
| 30D | -13.0% | +12.8% | -25.8% | -14.4% |
| 3M | -28.8% | -1.0% | -27.8% | -28.9% |
| 6M | -48.5% | +6.2% | -54.7% | -48.9% |
| YTD | +31.4% | -23.2% | +54.6% | +38.8% |
| 1Y | -2.3% | -29.5% | +27.2% | +5.1% |
| 3Y | +49.8% | +37.1% | +12.8% | +32.3% |
| 5Y | -43.2% | +55.6% | -98.8% | -47.9% |
| All | -26.7% | +47.0% | -73.7% | -35.0% |
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