-38.6%
NVTS vs LDOS
+45.4%
-84.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.1% | -15.9% | -15.8% |
| 7D | -14.6% | -3.7% | -10.9% | -14.4% |
| 30D | -34.3% | +16.4% | -50.7% | -35.7% |
| 3M | -36.4% | +7.4% | -43.8% | -37.2% |
| 6M | -55.2% | -0.3% | -54.9% | -55.1% |
| YTD | +10.1% | -24.0% | +34.1% | +16.5% |
| 1Y | -20.3% | -29.6% | +9.3% | -14.3% |
| 3Y | +27.4% | +35.1% | -7.7% | +12.7% |
| 5Y | -47.6% | +52.9% | -100.5% | -52.1% |
| All | -38.6% | +45.4% | -84.0% | -45.5% |
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 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