+557.4%
NTRA vs LII
-8.2%
+565.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | +2.7% | +2.9% | -0.2% | +2.0% |
| 30D | -19.2% | +0.9% | -20.1% | -19.6% |
| 3M | +2.7% | -15.5% | +18.2% | +6.6% |
| 6M | +63.4% | -30.2% | +93.6% | +75.8% |
| YTD | +39.3% | -26.8% | +66.1% | +45.9% |
| 1Y | +59.0% | -25.3% | +84.3% | +65.2% |
| 3Y | +557.4% | -7.8% | +565.1% | +467.6% |
| All | +557.4% | -8.2% | +565.5% | +467.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling