+498.1%
LDOS vs NTRS
+400.7%
+97.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.4% | +0.4% | -5.8% | -5.5% |
| 30D | +4.9% | +1.7% | +3.2% | +4.3% |
| 3M | +7.2% | +8.9% | -1.7% | +4.3% |
| 6M | -24.2% | +30.6% | -54.8% | -30.3% |
| YTD | -25.8% | +38.7% | -64.5% | -33.0% |
| 1Y | -24.7% | +48.1% | -72.8% | -33.4% |
| 3Y | +39.3% | +165.5% | -126.2% | +1.9% |
| 5Y | +43.3% | +85.6% | -42.3% | +13.4% |
| 10Y | +278.6% | +246.1% | +32.5% | +142.9% |
| All | +498.1% | +400.7% | +97.3% | +211.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling