+2,614.7%
LITE vs NTRA
+2,995.7%
-380.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.6% |
| 7D | +13.6% | +1.6% | +12.0% | +13.1% |
| 30D | +21.6% | +3.8% | +17.8% | +20.5% |
| 3M | +20.3% | +48.2% | -27.9% | +9.4% |
| 6M | +54.4% | +61.0% | -6.6% | +35.9% |
| YTD | +168.3% | +44.2% | +124.1% | +141.5% |
| 1Y | +551.8% | +87.3% | +464.5% | +452.7% |
| 3Y | +1,891.5% | +509.4% | +1,382.1% | +1,214.7% |
| 5Y | +1,014.7% | +175.1% | +839.6% | +698.1% |
| 10Y | +2,614.7% | +3,203.1% | -588.4% | +1,084.8% |
| All | +2,614.7% | +2,995.7% | -380.9% | +1,084.8% |
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