+34.6%
LQD vs NTRA
+1,711.9%
-1,677.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -1.1% | +4.3% | -5.4% | -1.2% |
| 3M | -2.3% | +50.6% | -53.0% | -3.1% |
| 6M | -2.9% | +63.9% | -66.8% | -3.9% |
| YTD | -2.3% | +42.4% | -44.7% | -3.1% |
| 1Y | -2.2% | +92.1% | -94.3% | -3.5% |
| 3Y | +14.0% | +501.7% | -487.7% | +10.0% |
| 5Y | -5.8% | +171.4% | -177.2% | -9.0% |
| 10Y | +22.2% | +3,161.4% | -3,139.2% | +17.4% |
| All | +34.6% | +1,711.9% | -1,677.3% | +29.1% |
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