+577.1%
NTAP vs LDOS
+278.0%
+299.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -0.8% | -5.4% | +4.6% | +1.3% |
| 30D | -0.5% | +4.9% | -5.4% | -2.4% |
| 3M | +4.1% | +7.2% | -3.1% | +0.8% |
| 6M | +88.0% | -24.2% | +112.2% | +106.8% |
| YTD | +75.6% | -25.8% | +101.4% | +92.9% |
| 1Y | +58.9% | -24.7% | +83.6% | +73.1% |
| 3Y | +153.6% | +39.3% | +114.3% | +106.0% |
| 5Y | +127.6% | +43.3% | +84.3% | +77.8% |
| All | +577.1% | +278.0% | +299.1% | +232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling