+132.3%
LDOS vs NTR
+81.1%
+51.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -3.5% | -1.4% | -2.1% | -3.1% |
| 30D | +9.5% | +2.2% | +7.3% | +8.9% |
| 3M | -6.3% | +6.8% | -13.1% | -8.2% |
| 6M | +2.8% | +0.6% | +2.2% | +2.1% |
| YTD | -26.6% | +18.2% | -44.8% | -30.7% |
| 1Y | -31.3% | +21.3% | -52.6% | -35.6% |
| 3Y | +30.9% | +46.6% | -15.7% | +14.0% |
| 5Y | +49.4% | +21.3% | +28.1% | +28.1% |
| All | +132.3% | +81.1% | +51.2% | +50.7% |
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