+37.5%
NVTS vs LDOS
+39.7%
-2.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.3% |
| 7D | +2.7% | -5.4% | +8.1% | +3.2% |
| 30D | -4.5% | +4.9% | -9.3% | -5.0% |
| 3M | -61.5% | +7.2% | -68.7% | -61.5% |
| 6M | +28.0% | -24.2% | +52.2% | +35.6% |
| YTD | +65.3% | -25.8% | +91.1% | +76.5% |
| 1Y | +113.0% | -24.7% | +137.7% | +127.2% |
| All | +37.5% | +39.7% | -2.2% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling