+38.0%
LDOS vs NTRS
+88.7%
-50.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -4.2% | +0.9% | -5.1% | -4.4% |
| 30D | -7.9% | -1.2% | -6.7% | -7.7% |
| 3M | +4.1% | +8.8% | -4.7% | +2.0% |
| 6M | -28.2% | +34.7% | -62.9% | -33.1% |
| YTD | -28.5% | +37.2% | -65.8% | -33.8% |
| 1Y | -27.7% | +46.3% | -74.0% | -34.0% |
| 3Y | +38.4% | +163.2% | -124.8% | +9.3% |
| 5Y | +38.0% | +86.9% | -49.0% | +9.8% |
| All | +38.0% | +88.7% | -50.7% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling