+230.2%
NXT vs LDOS
+41.4%
+188.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.9% |
| 7D | -5.7% | -1.3% | -4.4% | -5.7% |
| 30D | +18.5% | +10.1% | +8.4% | +17.3% |
| 3M | -4.1% | -4.7% | +0.6% | -3.7% |
| 6M | -20.3% | +5.6% | -25.9% | -20.8% |
| YTD | +15.5% | -25.1% | +40.6% | +19.1% |
| 1Y | -5.0% | -31.7% | +26.7% | -0.1% |
| 3Y | +191.6% | +33.7% | +157.9% | +136.2% |
| All | +230.2% | +41.4% | +188.8% | +160.1% |
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 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