+589.7%
NTAP vs LDOS
+241.3%
+348.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.5% | +4.9% |
| 7D | -2.4% | -1.3% | -1.1% | -2.0% |
| 30D | -23.4% | +10.1% | -33.5% | -26.3% |
| 3M | -7.5% | -4.7% | -2.9% | -6.8% |
| 6M | +56.4% | +5.6% | +50.8% | +50.8% |
| YTD | +73.6% | -25.1% | +98.7% | +88.6% |
| 1Y | +68.4% | -31.7% | +100.1% | +89.8% |
| 3Y | +150.6% | +33.7% | +116.9% | +106.1% |
| 5Y | +122.5% | +54.4% | +68.1% | +66.6% |
| 10Y | +589.7% | +236.4% | +353.3% | +264.4% |
| All | +589.7% | +241.3% | +348.4% | +264.4% |
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