+557.4%
NTRA vs LDOS
+30.5%
+526.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | +2.7% | -1.6% | +4.3% | +3.0% |
| 30D | -19.2% | +8.2% | -27.4% | -20.7% |
| 3M | +2.7% | -8.2% | +10.8% | +4.2% |
| 6M | +63.4% | +5.8% | +57.5% | +60.4% |
| YTD | +39.3% | -27.0% | +66.3% | +50.9% |
| 1Y | +59.0% | -31.0% | +90.0% | +75.1% |
| 3Y | +557.4% | +29.3% | +528.1% | +432.6% |
| All | +557.4% | +30.5% | +526.9% | +432.6% |
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