-24.7%
LDOS vs NTRS
+46.5%
-71.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -5.4% | -0.1% | -5.3% | -5.4% |
| 30D | +4.9% | +1.2% | +3.7% | +4.5% |
| 3M | +7.2% | +8.3% | -1.2% | +4.7% |
| 6M | -24.2% | +30.0% | -54.2% | -30.2% |
| YTD | -25.8% | +38.0% | -63.8% | -33.5% |
| 1Y | -24.7% | +47.4% | -72.1% | -33.7% |
| All | -24.7% | +46.5% | -71.2% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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