-0.2%
NVTS vs LDOS
-30.4%
+30.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.3% | +8.9% | +11.4% |
| 7D | +20.8% | -5.8% | +26.6% | +20.2% |
| 30D | -11.1% | +11.6% | -22.7% | -11.2% |
| 3M | -31.0% | -1.0% | -30.0% | -30.8% |
| 6M | -47.4% | +5.1% | -52.4% | -45.7% |
| YTD | +34.2% | -24.0% | +58.2% | +49.6% |
| All | -0.2% | -30.4% | +30.2% | +26.1% |
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