+3,059.8%
NTRA vs LH
+183.3%
+2,876.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | -0.3% |
| 7D | +0.2% | -4.7% | +4.9% | +3.8% |
| 30D | +4.1% | -3.5% | +7.6% | +6.8% |
| 3M | +50.0% | +17.7% | +32.3% | +32.0% |
| 6M | +67.3% | +15.8% | +51.5% | +49.7% |
| YTD | +43.6% | +25.1% | +18.5% | +20.2% |
| 1Y | +89.2% | +12.5% | +76.7% | +70.2% |
| 3Y | +502.5% | +59.8% | +442.8% | +305.5% |
| 5Y | +173.8% | +27.1% | +146.7% | +118.7% |
| All | +3,059.8% | +183.3% | +2,876.5% | +1,215.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling