+135.1%
LDOS vs NTR
+81.7%
+53.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -7.2% | +3.0% | -10.2% | -7.8% |
| 30D | +16.8% | +2.2% | +14.7% | +16.1% |
| 3M | -1.6% | +7.9% | -9.5% | -3.8% |
| 6M | -1.0% | -1.5% | +0.5% | -1.2% |
| YTD | -25.8% | +18.6% | -44.4% | -29.9% |
| 1Y | -31.1% | +31.7% | -62.8% | -36.8% |
| 3Y | +32.8% | +46.4% | -13.6% | +15.6% |
| 5Y | +49.4% | +24.2% | +25.2% | +27.0% |
| All | +135.1% | +81.7% | +53.3% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling