+1,625.9%
NTRA vs LDOS
+438.7%
+1,187.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.3% | -12.3% | -13.7% |
| 7D | -25.0% | -7.2% | -17.8% | -22.8% |
| 30D | -21.5% | +16.8% | -38.3% | -26.4% |
| 3M | +17.1% | -1.6% | +18.7% | +17.1% |
| 6M | +44.4% | -1.0% | +45.4% | +42.7% |
| YTD | +35.6% | -25.8% | +61.4% | +49.8% |
| 1Y | +56.5% | -31.1% | +87.6% | +78.4% |
| 3Y | +620.8% | +32.8% | +588.0% | +491.4% |
| 5Y | +167.9% | +49.4% | +118.5% | +103.0% |
| 10Y | +3,576.6% | +253.9% | +3,322.7% | +1,806.6% |
| All | +1,625.9% | +438.7% | +1,187.3% | +659.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling