+92.7%
LLY vs NTRA
+510.2%
-417.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -3.1% | +1.6% | -4.7% | -3.3% |
| 30D | -8.6% | +3.8% | -12.4% | -9.1% |
| 3M | -1.6% | +48.2% | -49.9% | -7.9% |
| 6M | +11.8% | +61.0% | -49.1% | +2.8% |
| YTD | +5.1% | +44.2% | -39.1% | -2.1% |
| 1Y | +50.7% | +87.3% | -36.6% | +34.2% |
| All | +92.7% | +510.2% | -417.5% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling