+61.0%
NTRA vs LEN
-17.9%
+78.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +1.6% | -3.4% | +5.0% | +3.3% |
| 30D | +3.8% | -5.7% | +9.4% | +6.4% |
| 3M | +48.2% | -12.2% | +60.5% | +56.5% |
| 6M | +61.0% | -18.3% | +79.2% | +73.1% |
| All | +61.0% | -17.9% | +78.9% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 6mo: compounded portfolio wealth divided by compounded LEN 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…
6mo analysis · Full analysis span regression · 6 months rolling