+3,549.0%
LRCX vs NTRA
+3,199.2%
+349.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -8.6% | +4.1% | -12.7% | -9.5% |
| 3M | -17.7% | +50.0% | -67.7% | -26.0% |
| 6M | +36.4% | +67.3% | -31.0% | +18.4% |
| YTD | +74.5% | +43.6% | +31.0% | +57.0% |
| 1Y | +159.4% | +89.2% | +70.2% | +118.0% |
| 3Y | +361.6% | +502.5% | -141.0% | +190.8% |
| 5Y | +425.2% | +173.8% | +251.5% | +261.4% |
| All | +3,549.0% | +3,199.2% | +349.8% | +1,452.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling