+2,914.3%
NTRA vs LSCC
+1,333.6%
+1,580.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.8% |
| 7D | -19.7% | +5.0% | -24.8% | -21.7% |
| 30D | -22.1% | -11.7% | -10.4% | -19.5% |
| 3M | -2.0% | -13.3% | +11.3% | +0.9% |
| 6M | +60.6% | -12.5% | +73.1% | +60.2% |
| YTD | +36.2% | +51.2% | -15.0% | +5.5% |
| 1Y | +51.0% | +65.9% | -14.9% | +12.2% |
| 3Y | +567.5% | +95.3% | +472.1% | +313.4% |
| 5Y | +191.6% | +38.6% | +153.0% | +91.5% |
| 10Y | +2,914.3% | +1,352.3% | +1,561.9% | +718.7% |
| All | +2,914.3% | +1,333.6% | +1,580.7% | +718.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling