+361.6%
LRCX vs NTRA
+507.7%
-146.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | -8.6% | +4.1% | -12.7% | -9.9% |
| 3M | -17.7% | +50.0% | -67.7% | -29.0% |
| 6M | +36.4% | +67.3% | -31.0% | +11.6% |
| YTD | +74.5% | +43.6% | +31.0% | +50.3% |
| 1Y | +159.4% | +89.2% | +70.2% | +101.5% |
| 3Y | +361.6% | +502.5% | -141.0% | +174.1% |
| All | +361.6% | +507.7% | -146.1% | +174.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling