+1,890.5%
NXPI vs LDOS
+544.7%
+1,345.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.1% | -7.9% | -7.8% |
| 7D | -8.1% | -3.7% | -4.4% | -6.9% |
| 30D | 0.0% | +16.4% | -16.4% | -6.4% |
| 3M | +6.2% | +7.4% | -1.2% | +2.1% |
| 6M | -15.7% | -0.3% | -15.4% | -17.1% |
| YTD | +14.1% | -24.0% | +38.1% | +23.9% |
| 1Y | +18.2% | -29.6% | +47.8% | +32.7% |
| 3Y | +42.0% | +35.1% | +6.9% | +14.1% |
| 5Y | +19.5% | +52.9% | -33.4% | -12.3% |
| 10Y | +182.3% | +262.2% | -79.9% | +32.5% |
| All | +1,890.5% | +544.7% | +1,345.8% | +501.1% |
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 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