+8.9%
LVS vs NTRA
+1,735.1%
-1,726.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.8% |
| 7D | -2.7% | +1.6% | -4.3% | -3.0% |
| 30D | -4.7% | +3.8% | -8.4% | -5.3% |
| 3M | -15.6% | +48.2% | -63.8% | -21.5% |
| 6M | -18.6% | +61.0% | -79.6% | -25.8% |
| YTD | -32.3% | +44.2% | -76.4% | -37.3% |
| 1Y | -18.0% | +87.3% | -105.3% | -27.5% |
| 3Y | -5.8% | +509.4% | -515.3% | -33.4% |
| 5Y | +5.7% | +175.1% | -169.4% | -21.5% |
| 10Y | 0.0% | +3,203.1% | -3,203.1% | -50.0% |
| All | +8.9% | +1,735.1% | -1,726.2% | -42.9% |
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