-30.1%
NVTS vs LDOS
+39.8%
-69.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -5.9% | -6.3% |
| 7D | +3.9% | -1.6% | +5.6% | +4.1% |
| 30D | -4.3% | +8.2% | -12.6% | -5.6% |
| 3M | -34.5% | -8.2% | -26.3% | -34.0% |
| 6M | -57.7% | +5.8% | -63.6% | -58.2% |
| YTD | +25.4% | -27.0% | +52.3% | +33.1% |
| 1Y | +13.1% | -31.0% | +44.1% | +21.6% |
| 3Y | +48.9% | +29.3% | +19.6% | +32.4% |
| 5Y | -51.8% | +48.7% | -100.5% | -55.5% |
| All | -30.1% | +39.8% | -69.9% | -37.7% |
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