+222.0%
LHX vs NTRA
+3,199.2%
-2,977.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | -15.1% | +4.1% | -19.2% | -15.3% |
| 3M | -21.0% | +50.0% | -71.0% | -22.9% |
| 6M | -32.0% | +67.3% | -99.3% | -34.1% |
| YTD | -15.3% | +43.6% | -58.9% | -17.4% |
| 1Y | -11.1% | +89.2% | -100.3% | -14.6% |
| 3Y | +54.0% | +502.5% | -448.5% | +37.3% |
| 5Y | +17.1% | +173.8% | -156.6% | +7.6% |
| All | +222.0% | +3,199.2% | -2,977.2% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling