+131.2%
LDOS vs NTR
+81.1%
+50.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +8.2% | +2.0% | +6.3% | +7.7% |
| 3M | -8.2% | +6.4% | -14.6% | -9.9% |
| 6M | +5.8% | +1.6% | +4.2% | +4.8% |
| YTD | -27.0% | +18.2% | -45.2% | -31.0% |
| 1Y | -31.0% | +23.9% | -54.9% | -35.6% |
| 3Y | +29.3% | +44.7% | -15.4% | +13.0% |
| 5Y | +48.7% | +21.3% | +27.4% | +27.5% |
| All | +131.2% | +81.1% | +50.1% | +50.0% |
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