+1,723.2%
NTRA vs LDOS
+438.4%
+1,284.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.1% |
| 7D | +0.6% | -5.4% | +6.0% | +2.8% |
| 30D | +19.5% | +4.9% | +14.6% | +16.8% |
| 3M | +47.8% | +7.2% | +40.6% | +42.0% |
| 6M | +61.6% | -24.2% | +85.9% | +79.7% |
| YTD | +43.3% | -25.8% | +69.1% | +59.1% |
| 1Y | +97.0% | -24.7% | +121.7% | +116.6% |
| 3Y | +424.9% | +39.3% | +385.6% | +323.3% |
| 5Y | +165.2% | +43.3% | +121.9% | +105.5% |
| 10Y | +3,114.3% | +278.6% | +2,835.7% | +1,545.7% |
| All | +1,723.2% | +438.4% | +1,284.8% | +706.8% |
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 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