+128.2%
LDOS vs NTR
+103.6%
+24.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.2% |
| 7D | -7.1% | +3.8% | -11.0% | -8.1% |
| 30D | -6.1% | +25.2% | -31.3% | -11.3% |
| 3M | +5.6% | +21.0% | -15.4% | +0.5% |
| 6M | -26.9% | +7.6% | -34.5% | -28.7% |
| YTD | -27.9% | +32.9% | -60.8% | -33.7% |
| 1Y | -26.8% | +43.1% | -69.9% | -34.2% |
| 3Y | +39.6% | +41.6% | -2.0% | +23.5% |
| 5Y | +39.4% | +54.8% | -15.4% | +10.6% |
| All | +128.2% | +103.6% | +24.7% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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