+212.0%
NXT vs LDOS
+37.9%
+174.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.6% |
| 7D | -9.4% | -1.6% | -7.8% | -9.3% |
| 30D | +15.1% | +8.2% | +6.9% | +14.0% |
| 3M | -9.1% | -8.2% | -0.9% | -8.5% |
| 6M | -30.3% | +5.8% | -36.2% | -30.8% |
| YTD | +9.1% | -27.0% | +36.1% | +12.7% |
| 1Y | +7.9% | -31.0% | +38.9% | +12.8% |
| 3Y | +176.5% | +29.3% | +147.2% | +125.1% |
| All | +212.0% | +37.9% | +174.1% | +146.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling