+443.5%
NTRA vs LCID
-95.9%
+539.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +0.2% | -9.8% | +10.1% | +1.8% |
| 30D | +4.1% | -35.5% | +39.6% | +11.4% |
| 3M | +50.0% | -18.4% | +68.4% | +50.6% |
| 6M | +67.3% | -60.5% | +127.8% | +88.0% |
| YTD | +43.6% | -60.1% | +103.7% | +59.8% |
| 1Y | +89.2% | -78.8% | +168.0% | +132.2% |
| 3Y | +502.5% | -92.8% | +595.3% | +713.6% |
| 5Y | +173.8% | -97.9% | +271.6% | +343.8% |
| All | +443.5% | -95.9% | +539.4% | +729.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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