-31.2%
LDOS vs NTRS
+43.5%
-74.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.1% |
| 7D | -2.8% | +3.6% | -6.4% | -3.4% |
| 30D | +13.6% | +4.3% | +9.3% | +12.7% |
| 3M | +4.2% | -1.9% | +6.2% | +4.3% |
| 6M | -8.2% | +11.4% | -19.6% | -11.5% |
| YTD | -24.1% | +32.3% | -56.4% | -32.4% |
| 1Y | -31.2% | +42.5% | -73.8% | -40.0% |
| All | -31.2% | +43.5% | -74.7% | -40.0% |
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