+35.9%
LDOS vs NTRS
+175.5%
-139.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.9% | +3.1% | -1.2% | +1.2% |
| 30D | +12.8% | +5.8% | +7.0% | +11.4% |
| 3M | -1.0% | -4.9% | +3.8% | -0.2% |
| 6M | +6.2% | +11.9% | -5.7% | +3.1% |
| YTD | -23.2% | +32.2% | -55.4% | -28.5% |
| 1Y | -29.5% | +39.6% | -69.1% | -35.1% |
| All | +35.9% | +175.5% | -139.6% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling