+99.0%
NTRA vs LH
+44.2%
+54.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | -1.3% |
| 7D | -7.9% | +2.1% | -10.0% | -8.7% |
| 30D | -8.1% | +19.2% | -27.3% | -15.6% |
| 3M | +42.1% | +18.0% | +24.1% | +30.8% |
| 6M | +84.8% | +46.1% | +38.8% | +50.5% |
| YTD | +70.7% | +47.7% | +23.0% | +40.8% |
| 1Y | +99.0% | +47.2% | +51.8% | +64.3% |
| All | +99.0% | +44.2% | +54.8% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling