+1,536.0%
LLY vs NTRA
+1,723.2%
-187.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | -1.6% | +19.5% | -21.1% | -3.1% |
| 3M | +2.3% | +47.8% | -45.5% | -1.1% |
| 6M | +14.9% | +61.6% | -46.8% | +10.1% |
| YTD | +7.5% | +43.3% | -35.8% | +3.8% |
| 1Y | +55.7% | +97.0% | -41.3% | +46.6% |
| 3Y | +110.6% | +424.9% | -314.3% | +84.0% |
| 5Y | +363.4% | +165.2% | +198.3% | +311.1% |
| 10Y | +1,649.0% | +3,114.3% | -1,465.3% | +1,141.4% |
| All | +1,536.0% | +1,723.2% | -187.2% | +1,082.1% |
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