+99.0%
NTRA vs LSCC
+57.8%
+41.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +0.4% |
| 7D | -7.9% | +3.0% | -10.8% | -8.4% |
| 30D | -8.1% | -19.3% | +11.1% | -5.1% |
| 3M | +42.1% | -22.3% | +64.4% | +47.4% |
| 6M | +84.8% | -14.6% | +99.4% | +84.0% |
| YTD | +70.7% | +45.8% | +24.9% | +44.1% |
| 1Y | +99.0% | +69.6% | +29.4% | +59.9% |
| All | +99.0% | +57.8% | +41.2% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling