+1,618.0%
LITE vs NTRA
+3,103.9%
-1,485.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.6% | +9.9% |
| 7D | -12.9% | -15.4% | +2.6% | -9.5% |
| 30D | -46.0% | -20.0% | -25.9% | -42.8% |
| 3M | -33.0% | -0.5% | -32.5% | -32.8% |
| 6M | -34.0% | +64.9% | -99.0% | -41.8% |
| YTD | +61.7% | +39.9% | +21.9% | +46.7% |
| 1Y | +148.3% | +60.5% | +87.7% | +118.4% |
| 3Y | +1,408.5% | +605.9% | +802.6% | +874.8% |
| 5Y | +546.2% | +183.0% | +363.2% | +361.7% |
| All | +1,618.0% | +3,103.9% | -1,485.9% | +647.1% |
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