+258.9%
LDOS vs NTRS
+256.1%
+2.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | -2.1% | +0.3% | -2.5% | -2.2% |
| 30D | -8.0% | +0.2% | -8.2% | -8.2% |
| 3M | +6.8% | +13.2% | -6.4% | +2.1% |
| 6M | -24.5% | +36.9% | -61.4% | -32.6% |
| YTD | -27.8% | +39.1% | -66.9% | -36.1% |
| 1Y | -27.4% | +50.4% | -77.9% | -37.6% |
| 3Y | +39.9% | +166.8% | -126.9% | -4.4% |
| 5Y | +42.1% | +92.9% | -50.8% | +5.5% |
| All | +258.9% | +256.1% | +2.7% | +96.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling