-7.8%
NVTS vs LDOS
+42.0%
-49.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.2% |
| 7D | +2.7% | -5.4% | +8.1% | +3.5% |
| 30D | -4.5% | +4.9% | -9.3% | -5.2% |
| 3M | -61.5% | +7.2% | -68.7% | -61.8% |
| 6M | +28.0% | -24.2% | +52.2% | +35.3% |
| YTD | +65.3% | -25.8% | +91.1% | +75.8% |
| 1Y | +113.0% | -24.7% | +137.7% | +126.0% |
| 3Y | +34.7% | +39.3% | -4.6% | +18.0% |
| All | -7.8% | +42.0% | -49.8% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling