+13.1%
NVTS vs LDOS
-31.9%
+45.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -5.9% | -6.4% |
| 7D | +3.9% | -1.6% | +5.6% | +3.7% |
| 30D | -4.3% | +8.2% | -12.6% | -4.6% |
| 3M | -34.5% | -8.2% | -26.3% | -34.4% |
| 6M | -57.7% | +5.8% | -63.6% | -56.7% |
| YTD | +25.4% | -27.0% | +52.3% | +38.8% |
| 1Y | +13.1% | -31.0% | +44.1% | +34.7% |
| All | +13.1% | -31.9% | +45.0% | +34.7% |
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 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