-31.3%
LDOS vs NTR
+23.4%
-54.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -3.5% | -1.4% | -2.1% | -3.4% |
| 30D | +9.5% | +2.2% | +7.3% | +9.4% |
| 3M | -6.3% | +6.8% | -13.1% | -7.3% |
| 6M | +2.8% | +0.6% | +2.2% | +1.7% |
| YTD | -26.6% | +18.2% | -44.8% | -26.7% |
| 1Y | -31.3% | +21.3% | -52.6% | -31.8% |
| All | -31.3% | +23.4% | -54.7% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling