+572.0%
NTAP vs LDOS
+248.5%
+323.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.7% |
| 7D | -15.1% | -7.2% | -7.9% | -13.0% |
| 30D | -28.1% | +16.8% | -44.9% | -32.3% |
| 3M | -11.4% | -1.6% | -9.9% | -11.7% |
| 6M | +52.2% | -1.0% | +53.2% | +50.3% |
| YTD | +60.4% | -25.8% | +86.2% | +74.9% |
| 1Y | +51.0% | -31.1% | +82.1% | +69.6% |
| 3Y | +135.6% | +32.8% | +102.8% | +94.2% |
| 5Y | +107.5% | +49.4% | +58.1% | +57.8% |
| All | +572.0% | +248.5% | +323.5% | +256.9% |
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