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  • NTRA vs LDOS✓SelectedUSD · LDOSNTRA vs LDOS performance historyLatest closeAs of-1.23%09/08
Stock and ETF performance explorer

NTRA vs LDOS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,960.8%
LDOS return
+260.1%
Excess return
+2,700.7%
Maximum drawdown
-77.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioLDOSExcessAlpha
1D-1.2%-2.9%+1.6%0.0%
7D+1.1%-7.1%+8.2%+4.2%
30D+0.6%-6.1%+6.7%+3.1%
3M+51.8%+5.6%+46.2%+46.4%
6M+63.6%-26.9%+90.5%+86.0%
YTD+41.5%-27.9%+69.4%+60.2%
1Y+93.6%-26.8%+120.4%+116.7%
3Y+498.0%+39.6%+458.5%+368.5%
5Y+172.5%+39.4%+133.1%+107.2%
10Y+2,960.8%+260.0%+2,700.9%+1,165.8%
All+2,960.8%+260.1%+2,700.7%+1,165.8%

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