-25.2%
NVTS vs LDOS
+45.4%
-70.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.3% | +8.9% | +11.0% |
| 7D | +20.8% | -5.8% | +26.6% | +21.4% |
| 30D | -11.1% | +11.6% | -22.7% | -12.5% |
| 3M | -31.0% | -1.0% | -30.0% | -31.1% |
| 6M | -47.4% | +5.1% | -52.4% | -47.8% |
| YTD | +34.2% | -24.0% | +58.2% | +42.0% |
| 1Y | +22.2% | -30.3% | +52.5% | +31.6% |
| 3Y | +68.4% | +37.0% | +31.4% | +48.4% |
| 5Y | -39.0% | +53.4% | -92.4% | -44.2% |
| All | -25.2% | +45.4% | -70.5% | -33.6% |
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