+3,059.8%
NTRA vs LNT
+148.3%
+2,911.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +0.2% | -1.0% | +1.3% | +0.5% |
| 30D | +4.1% | -4.2% | +8.3% | +5.2% |
| 3M | +50.0% | -6.7% | +56.7% | +52.4% |
| 6M | +67.3% | -3.6% | +70.9% | +68.4% |
| YTD | +43.6% | +5.9% | +37.7% | +40.8% |
| 1Y | +89.2% | +7.3% | +82.0% | +84.8% |
| 3Y | +502.5% | +46.5% | +456.1% | +431.5% |
| 5Y | +173.8% | +32.5% | +141.3% | +146.4% |
| All | +3,059.8% | +148.3% | +2,911.4% | +2,420.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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