+57.3%
LLY vs NTRA
+99.0%
-41.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +10.1% | -7.9% | +17.9% | +10.9% |
| 30D | +24.0% | -8.1% | +32.2% | +25.0% |
| 3M | +27.3% | +42.1% | -14.8% | +22.1% |
| 6M | +47.0% | +84.8% | -37.9% | +34.8% |
| YTD | +32.6% | +70.7% | -38.1% | +20.3% |
| 1Y | +57.3% | +99.0% | -41.7% | +38.4% |
| All | +57.3% | +99.0% | -41.7% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling