+135.8%
NTAP vs LDOS
+35.4%
+100.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +0.1% | -9.8% | -9.8% |
| 7D | -22.5% | -3.7% | -18.8% | -22.1% |
| 30D | -25.7% | +16.4% | -42.1% | -27.7% |
| 3M | -9.0% | +7.4% | -16.4% | -10.4% |
| 6M | +49.2% | -0.3% | +49.5% | +49.0% |
| YTD | +60.6% | -24.0% | +84.6% | +69.5% |
| 1Y | +48.7% | -29.6% | +78.2% | +60.2% |
| All | +135.8% | +35.4% | +100.4% | +139.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling