+31.4%
NVTS vs LDOS
+35.4%
-3.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.1% | -15.9% | -15.8% |
| 7D | -14.6% | -3.7% | -10.9% | -14.6% |
| 30D | -34.3% | +16.4% | -50.7% | -34.8% |
| 3M | -36.4% | +7.4% | -43.8% | -36.6% |
| 6M | -55.2% | -0.3% | -54.9% | -54.7% |
| YTD | +10.1% | -24.0% | +34.1% | +16.5% |
| 1Y | -20.3% | -29.6% | +9.3% | -14.9% |
| All | +31.4% | +35.4% | -3.9% | -2.7% |
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 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