+452.2%
NTRA vs LDOS
+39.7%
+412.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | +0.6% | -5.4% | +6.0% | +1.9% |
| 30D | +19.5% | +4.9% | +14.6% | +17.9% |
| 3M | +47.8% | +7.2% | +40.6% | +45.0% |
| 6M | +61.6% | -24.2% | +85.9% | +76.2% |
| YTD | +43.3% | -25.8% | +69.1% | +56.0% |
| 1Y | +97.0% | -24.7% | +121.7% | +112.7% |
| All | +452.2% | +39.7% | +412.5% | +321.0% |
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