+1,549.9%
LLY vs NTRA
+3,199.2%
-1,649.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.7% |
| 7D | -2.9% | +0.2% | -3.2% | -2.9% |
| 30D | -8.4% | +4.1% | -12.5% | -8.7% |
| 3M | -3.8% | +50.0% | -53.8% | -7.1% |
| 6M | +11.9% | +67.3% | -55.4% | +7.0% |
| YTD | +4.3% | +43.6% | -39.3% | +0.7% |
| 1Y | +48.5% | +89.2% | -40.8% | +40.2% |
| 3Y | +91.2% | +502.5% | -411.3% | +65.9% |
| 5Y | +387.5% | +173.8% | +213.7% | +332.1% |
| All | +1,549.9% | +3,199.2% | -1,649.3% | +1,092.4% |
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 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