+280.2%
LMT vs NTRA
+1,711.9%
-1,431.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.1% |
| 7D | -0.5% | -0.5% | -0.1% | -0.5% |
| 30D | -10.8% | +4.3% | -15.1% | -10.9% |
| 3M | +1.6% | +50.6% | -49.0% | +0.4% |
| 6M | -17.6% | +63.9% | -81.5% | -18.7% |
| YTD | +11.6% | +42.4% | -30.8% | +10.3% |
| 1Y | +17.2% | +92.1% | -74.8% | +15.0% |
| 3Y | +35.7% | +501.7% | -466.0% | +28.5% |
| 5Y | +75.2% | +171.4% | -96.2% | +68.9% |
| 10Y | +190.1% | +3,161.4% | -2,971.3% | +148.9% |
| All | +280.2% | +1,711.9% | -1,431.7% | +237.3% |
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