+140.5%
LDOS vs NTR
+83.8%
+56.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.0% |
| 7D | -5.8% | +3.0% | -8.8% | -6.5% |
| 30D | +11.6% | +7.1% | +4.4% | +9.7% |
| 3M | -1.0% | +13.1% | -14.1% | -4.3% |
| 6M | +5.1% | +7.6% | -2.5% | +2.5% |
| YTD | -24.0% | +20.0% | -44.0% | -28.5% |
| 1Y | -30.3% | +30.2% | -60.4% | -35.8% |
| 3Y | +37.0% | +46.8% | -9.9% | +19.3% |
| 5Y | +53.4% | +22.7% | +30.6% | +31.2% |
| All | +140.5% | +83.8% | +56.7% | +55.4% |
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