-2.3%
NVTS vs LDOS
-29.6%
+27.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.0% |
| 7D | +9.6% | +1.9% | +7.7% | +9.7% |
| 30D | -13.0% | +12.8% | -25.8% | -13.0% |
| 3M | -28.8% | -1.0% | -27.8% | -28.4% |
| 6M | -48.5% | +6.2% | -54.7% | -46.8% |
| YTD | +31.4% | -23.2% | +54.6% | +46.6% |
| 1Y | -2.3% | -29.5% | +27.2% | +23.5% |
| All | -2.3% | -29.6% | +27.4% | +23.5% |
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