+3,032.9%
NTRA vs LII
+170.6%
+2,862.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -0.9% |
| 7D | -0.5% | -3.5% | +3.0% | +1.0% |
| 30D | +4.3% | -13.5% | +17.8% | +10.9% |
| 3M | +50.6% | -26.0% | +76.6% | +68.1% |
| 6M | +63.9% | -26.8% | +90.7% | +82.3% |
| YTD | +42.4% | -22.9% | +65.2% | +52.6% |
| 1Y | +92.1% | -32.6% | +124.7% | +118.3% |
| 3Y | +501.7% | -1.3% | +503.0% | +429.6% |
| 5Y | +171.4% | +23.1% | +148.4% | +101.8% |
| All | +3,032.9% | +170.6% | +2,862.3% | +1,459.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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