+3,059.8%
NTRA vs LPLA
+1,251.7%
+1,808.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.1% |
| 7D | +0.2% | -1.5% | +1.8% | +0.9% |
| 30D | +4.1% | -6.0% | +10.1% | +6.7% |
| 3M | +50.0% | +24.0% | +26.0% | +35.3% |
| 6M | +67.3% | +17.0% | +50.3% | +53.7% |
| YTD | +43.6% | -0.7% | +44.3% | +40.5% |
| 1Y | +89.2% | +2.1% | +87.1% | +81.6% |
| 3Y | +502.5% | +48.7% | +453.9% | +359.4% |
| 5Y | +173.8% | +151.2% | +22.5% | +45.5% |
| All | +3,059.8% | +1,251.7% | +1,808.1% | +612.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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