+166.0%
NTRA vs LDOS
+49.1%
+116.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.3% | -12.3% | -14.0% |
| 7D | -25.0% | -7.2% | -17.8% | -23.6% |
| 30D | -21.5% | +16.8% | -38.3% | -24.9% |
| 3M | +17.1% | -1.6% | +18.7% | +17.1% |
| 6M | +44.4% | -1.0% | +45.4% | +44.0% |
| YTD | +35.6% | -25.8% | +61.4% | +47.1% |
| 1Y | +56.5% | -31.1% | +87.6% | +74.0% |
| 3Y | +620.8% | +32.8% | +588.0% | +513.9% |
| All | +166.0% | +49.1% | +116.9% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling