+483.8%
LITE vs NTRA
+167.3%
+316.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -14.6% | +20.3% | +9.6% |
| 7D | -35.9% | -25.0% | -10.9% | -30.6% |
| 30D | -51.5% | -21.5% | -30.1% | -48.0% |
| 3M | -35.7% | +17.1% | -52.8% | -38.4% |
| 6M | -43.0% | +44.4% | -87.4% | -48.7% |
| YTD | +46.1% | +35.6% | +10.5% | +32.4% |
| 1Y | +124.7% | +56.5% | +68.2% | +96.3% |
| 3Y | +1,172.1% | +620.8% | +551.2% | +729.0% |
| All | +483.8% | +167.3% | +316.5% | +318.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling