+5,083.9%
LITE vs NTRA
+1,482.4%
+3,601.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | +6.7% | +19.5% | -12.8% | +2.6% |
| 3M | -6.8% | +47.8% | -54.5% | -14.2% |
| 6M | +29.4% | +61.6% | -32.2% | +15.9% |
| YTD | +139.1% | +43.3% | +95.8% | +118.5% |
| 1Y | +521.0% | +97.0% | +424.0% | +432.8% |
| 3Y | +1,535.3% | +424.9% | +1,110.4% | +1,075.2% |
| 5Y | +889.8% | +165.2% | +724.7% | +643.5% |
| 10Y | +2,400.7% | +3,114.3% | -713.6% | +1,219.9% |
| All | +5,083.9% | +1,482.4% | +3,601.5% | +1,085.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling