+73.0%
LMT vs NTRA
+172.0%
-99.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -13.1% | +4.1% | -17.2% | -13.1% |
| 3M | -3.9% | +50.0% | -53.9% | -3.8% |
| 6M | -18.3% | +67.3% | -85.6% | -18.2% |
| YTD | +10.3% | +43.6% | -33.2% | +10.3% |
| 1Y | +14.2% | +89.2% | -75.0% | +14.4% |
| 3Y | +35.0% | +502.5% | -467.6% | +36.4% |
| All | +73.0% | +172.0% | -99.0% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling