+2,684.0%
NTRA vs LDOS
+228.4%
+2,455.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.8% |
| 7D | -11.2% | -3.5% | -7.8% | -9.9% |
| 30D | -18.4% | +9.5% | -27.9% | -21.7% |
| 3M | +2.2% | -6.3% | +8.5% | +4.2% |
| 6M | +58.1% | +2.8% | +55.3% | +53.4% |
| YTD | +41.0% | -26.6% | +67.6% | +57.3% |
| 1Y | +54.1% | -31.3% | +85.4% | +77.2% |
| 3Y | +590.9% | +30.9% | +560.0% | +457.8% |
| 5Y | +180.7% | +49.4% | +131.3% | +105.5% |
| All | +2,684.0% | +228.4% | +2,455.6% | +1,162.5% |
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 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